课件－概率论中的条件期望与停时.pptVIP

Conditionality and stopping times in probability Mark Osegard, Ben Speidel, Megan Silberhorn, and Dickens Nyabuti Conditional Expectation Conditional Variance Definition Proof Note as well … …adding Stopping times Stopping Times Definition Application to Probability Applications of Stopping Times to other formulas Stopping Times Basic Definition: A Stopping Time for a process does exactly that, it tells the process when to stop. Ex) while ( x != 4 ) { … } The stopping time for this code fragment would be the instance where x does equal 4. Stopping times in Sequences Define: Suppose