1. probability space 概率空间
1.1 概率基础 1.2 概率空间 2. Filtration
filtration在钱敏平老师和龚光鲁老师的《随机过程论》中直接称其为非降的KaTeX parse error: Undefined control sequence: \sigmma at position 1: \̲s̲i̲g̲m̲m̲a̲代数族。如图。 一般叫σ\…
1. Wald’s equation
Let (Xn)n∈N(X_n)_{n∈ℕ}(Xn)n∈N be a sequence of real-valued, independent and identically distributed (i.i.d.) random variables and let NNN be a nonnegative integer-value random variable that is independent of the sequence (Xn)n∈…