Class 16, Video 1: Martingales

Описание к видео Class 16, Video 1: Martingales

In this video we define Martingales, a useful tool for analyzing random processes.

NOTE: The definition of the vertex exposure martingale (around minute 10:30) is a bit non-standard. A more standard way to define it would be to say that at step i, we reveal the edges in the induced graph on vertices {1, ..., i}.

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