MS-E1600 - Probability Theory D, 11.01.2021-22.02.2021
This course space end date is set to 22.02.2021 Search Courses: MS-E1600
Lecture 5: Stochastic dependence and independence
Completion requirements
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5.1 Stochastic independence
5.2 Example: Triply dependent random bits
5.3 Verifying independence
5.4 1st Borel-Cantelli lemma
5.5 2nd Borel-Cantelli lemma
5.6 Example: Record breaking
Alternative reading material
- [Jacod & Protter, Chapter 10]
- [Williams, Chapters 4.1-4.4 and Chapter 2.7]
Last modified: Monday, 25 January 2021, 7:00 PM