Phase 5.2-5.5 Atomic Reading Order

Source

Reading order

  1. Stopping Time
  2. Operations on Stopping Times
  3. Geometric Stopping Time
  4. Optional Stopping Theorem
  5. Bounded Optional Stopping Theorem
  6. Bounded Before Stopping Criterion
  7. Optional Stopping Application Template
  8. Martingale Convergence Theorem
  9. Uniform Integrability
  10. Uniform Integrability Criteria
  11. UI, L1 Convergence, and OST
  12. Branching Process Extinction
  13. Doob’s Maximal Inequality
  14. Exponential Martingale Maximal Tail Bound
  15. Wald’s Identity
  16. Doob’s Martingale