What is a martingale, and what is it good for? (in the series ``Basic Notions in Mathematics'')
Chris Rogers,June 12, 2003
These talks will introduce some of the basic ideas
of martingale theory, and the key results (there are really only
two). We will then see some examples where the use of martingale
methods provides a quick proof (and clear insight into) an otherwise
I will need to assume that those listening are familiar with certain
basic notions of probability; random variable, expectation, sample
space, independence, variance, sigma-field. I will probably be
using examples based on simple (discrete-time) Markov chains, so
familiarity with the notions of those would be an advantage,
but not essential.
15.00-15.30: Coffee and tea in "de Eigenruimte" at Mathematical Instituut
15.30-17.15: Stafcolloquium in "Minneartgebouw" room 211
Chris Rogers (Cambridge) - Fundamental Notion: the Martingale
17.20- : Drinks in "de Eigenruimte"
How to get there?
Back to the history of the seminar
or the Colloquium Stochastiek homepage.