"To play the martingale is to always bet all that was lost.”

— Acad́emie Française, Dictionnaire de l’Acad́emie Fraņcoise, Paris, Veuve Brunet, quatri`eme ́edition, 1762.

Course Description

According to the catalogue:
Random variables, expectation and integration, Borel-Cantelli lemmas, independence, sums of independent random variables, strong law of large numbers, convergence in distribution, central limit theorem, infinitely divisible distributions.
Conditional expectation on a partition
Conditional Expectation - different partitions
Class Number: 38641