Sumários

Lecture 25

7 Dezembro 2022, 08:30 • Telmo Peixe

  1. Martingales (Chp. 11): conditions for a stochastic process stopped at time tau to be dominated, and the Wald's equation Theorem.
  2. Resolution of exercises 3.e), 4 and 7 of list 9.

Lecture 24

5 Dezembro 2022, 10:00 • Telmo Peixe

  1. Martingales (Chp. 11): examples, stopping times, Optional stopping Theorem.
  2. Resolution of exercise 5 of list 9, and exercises 11.6, 11.8, 11.10, 11.11, and 11.13 of the lecture notes.

Lecture 23

30 Novembro 2022, 08:30 • Telmo Peixe

Martingales (Chp. 11): introduction, definition.

Lecture 22

28 Novembro 2022, 10:00 • Telmo Peixe

  1. Markov chains (Chp. 10): stationary distribution and limit distribution.
  2. Resolution of exercise 11 and 12 of list 8.

Lecture 20

23 Novembro 2022, 08:30 • Telmo Peixe

  1. Markov chains (Chp. 10): classification of states.
  2. Resolution of exercise 6 and 7 of list 8.