Campus Event Calendar
Event Entry
What and Who
Concentration of Measure for Computer Science Applications - Lecture 1 : Martingales and the Method of Bounded Differences.
Devdatt Dubashi
Aarhus, Denmark
AG1 Advanced Mini-Course
AG 1, AG 2
AG Audience
English
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Date, Time and Location
Thursday, 28 May 98
13:30
60 Minutes
46.1
024
Saarbrücken
Abstract
An introduction to Martingales from an elementary viewpoint. Azuma's
inequality and the Method of Bounded Differences will be developed
and illustrated with several examples. Emphasis will be placed on a
strong version of the MOBD that is not as well known as the one
usually found in the literature.
Contact
Stefan Schirra
106
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Tags, Category, Keywords and additional notes
Probability; Martingales