Chapter 03. Convergence of random variables and limit theorems (with subtitles)

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
The presentation I wrote for this video is available through my webpage at math.la.asu.ed...

[@theprobabilitychannel-prof8089]

The presentation I wrote for this video is available through my webpage at math.la.asu.edu/~lanchier/files/chapter-03.pdf.
This video is part of the playlist th-cam.com/play/PLV3oHJg9b1NTq__sC8VTReaDs-1nWFx9z.html that covers my book Stochastic Modeling (Springer).

[@raajchatterjee3901]

Amazing, thank you professor!

[@theprobabilitychannel-prof8089]

Thanks!

[@douglasespindola5185]

This is beautiful! Thanks for the class! Greetings from Brazil!

[@theprobabilitychannel-prof8089]

You're welcome.

[@hkrish26]

Thanks

[@theprobabilitychannel-prof8089]

👍