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Chapter 03. Convergence of random variables and limit theorems (with subtitles)
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This video covers Chapter 3 (convergence of random variables and limit theorems) of my textbook Stochastic Modeling, Springer.
0:00:43 - Overview
0:12:02 - Types of convergence
0:19:14 - Markov, Chebyshev, Jensen inequalities
0:32:20 - Hierarchy among the types of convergence
0:54:46 - The two Borel-Cantelli lemmas
1:07:31 - Convergence counter-examples
1:20:12 - Weak law and strong law of large numbers
1:52:34 - Ergodic theorem
2:04:34 - Central limit theorem and large deviations
0:00:43 - Overview
0:12:02 - Types of convergence
0:19:14 - Markov, Chebyshev, Jensen inequalities
0:32:20 - Hierarchy among the types of convergence
0:54:46 - The two Borel-Cantelli lemmas
1:07:31 - Convergence counter-examples
1:20:12 - Weak law and strong law of large numbers
1:52:34 - Ergodic theorem
2:04:34 - Central limit theorem and large deviations
Chapter 03. Convergence of random variables and limit theorems (with subtitles)
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