MPI-INF Logo
Campus Event Calendar

Event Entry

What and Who

A tutorial on the use of Martingales in randomized algorithms

Surender Baswana
Max-Planck-Institut für Informatik - D 1
Lecture
AG 1, AG 2, AG 3, AG 4, AG 5  
AG Audience
English

Date, Time and Location

Monday, 15 May 2006
13:30
-- Not specified --
E1 4
024
Saarbrücken

Abstract

Martingales are a well studied concept in classical probability.

In the past few decades, they have also proved to be a very powerful
tool in the analysis of randomized algorithms.
In this tutorial, we shall give a gentle introduction of martingales, highlight their use in randomized algorithm through a couple of examples. The aim of the tutorial is to make us familiar with the use of martingales to the extent we are familiar with Chernoff bound.

Contact

Surender Baswana
833
--email hidden
passcode not visible
logged in users only

Tags, Category, Keywords and additional notes

martingales; randomized algorithms

Surender Baswana, 05/08/2006 11:06 -- Created document.