Some interesting examples in the conditional expectation and martingale

Series: 
SIAM Student Seminar
Friday, January 23, 2009 - 12:30
2 hours
Location: 
Skiles 269
,  
School of Mathematics, Georgia Tech
In this talk, I will focus on some interesting examples in the conditional expectation and martingale, for example, gambling system "Martingale", Polya's urn scheme, Galton-Watson process, Wright-Fisher model of population genetics. I will skip the theorems and properties. Definitions to support the examples will be introduced. The talk will not assume a lot of probability, just some basic measure theory.