Lecture

Kolmogorov's Three Series Theorem

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In course

MATH-432: Probability theory

The course is based on Durrett's text book Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals. ...

Description

This lecture covers Kolmogorov's 0-1 law, convergence of random variables, Skorohod's representation theorem, and the concept of tightness in probability theory. It also delves into characteristic functions, independence of random variables, and Helly's selection theorem. The instructor explains theorems related to convergence in law, dominated convergence, and continuity sets of random variables. The lecture concludes with the application of Fubini's theorem and the recovery of a random variable from its characteristic function.

Instructor

Thomas Mountford

Teaching & PhD Past EPFL PhD Students Damien Gauthier, Samir Brahim Belhaouari, Driss Baraka, Daniel Rodrigues Valesin, Samuel Schöpfer, Kamran Kalbasi, Jacques Saliba, Hao Xue, Keming Chen Past EPFL PhD Students as codirector Guillaume Charles Woessner Courses Analysis I MATH-101(d) Study the fundamental concepts of analysis, and the differential and integral calculus of real-valued functions of one real variable. Markov chains MATH-332 The course follows the text of Norris

Official source

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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Convergence of random variables

In probability theory, there exist several different notions of convergence of random variables. The convergence of sequences of random variables to some limit random variable is an important concept in probability theory, and its applications to statistics and stochastic processes. The same concepts are known in more general mathematics as stochastic convergence and they formalize the idea that a sequence of essentially random or unpredictable events can sometimes be expected to settle down into a behavior that is essentially unchanging when items far enough into the sequence are studied.

Waw (letter)

Waw ( "hook") is the sixth letter of the Semitic abjads, including Phoenician wāw , Aramaic waw , Hebrew vav ו, Syriac waw ܘ and Arabic wāw و (sixth in abjadi order; 27th in modern Arabic order). It represents the consonant w in classical Hebrew, and v in modern Hebrew, as well as the vowels u and o. In text with niqqud, a dot is added to the left or on top of the letter to indicate, respectively, the two vowel pronunciations. It is the origin of Greek Ϝ (digamma) and Υ (upsilon), Cyrillic У, Latin F and V and later Y, and the derived Latin- or Roman-alphabet letters U, and W.

U, or u, is the twenty-first and sixth-to-last letter and fifth vowel letter of the Latin alphabet, used in the modern English alphabet, the alphabets of other western European languages, and others worldwide. Its name in English is u (pronounced 'juː), plural ues. U derives from the Semitic waw, as does F, and later, Y, W, and V. Its oldest ancestor goes to Egyptian hieroglyphics, and is probably from a hieroglyph of a mace or fowl, representing the sound v or the sound w.

Y, or y, is the twenty-fifth and penultimate letter of the Latin alphabet, used in the modern English alphabet, the alphabets of other western European languages and others worldwide. According to some authorities, it is the sixth (or seventh if including W) vowel letter of the English alphabet. In the English writing system, it mostly represents a vowel and seldom a consonant, and in other orthographies it may represent a vowel or a consonant. Its name in English is wye (pronounced 'waɪ), plural wyes.

Random variable

A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. The term 'random variable' can be misleading as it is not actually random nor a variable, but rather it is a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads and tails ) in a sample space (e.g., the set ) to a measurable space (e.g., in which 1 corresponding to and −1 corresponding to ), often to the real numbers.

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Waw (letter)

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