Search for tag: "probability theory"

Thumbnail for entry Brownian Quadratic Variation

Brownian Quadratic Variation

duration 5 minutes 46 seconds

Brownian Quadratic Variation

Brownian Quadratic Variation

Brownian Quadratic Variation

Let's look at the Quadratic Variation of Brownian motion, and motivate a simple example of Ito's rule (Google Drive)

stochastic processes
probability theory
From  Richard Sowers 105 plays 0  
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Richard Sowers
Thumbnail for entry Central Limit Theorem 3: Other random variables

Central Limit Theorem 3: Other random variables

duration 4 minutes 49 seconds

Central Limit Theorem 3: Other random variables

Central Limit Theorem 3: Other random variables

Central Limit Theorem 3: Other random variables

Let's run through the central limit theorem applied to uniform and Gaussian random variables (Google Drive)

probability theory
From  Richard Sowers 111 plays 0  
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Richard Sowers
Thumbnail for entry Central Limit Theorem 2: Proof

Central Limit Theorem 2: Proof

duration 6 minutes 4 seconds

Central Limit Theorem 2: Proof

Central Limit Theorem 2: Proof

Central Limit Theorem 2: Proof

Let's prove the (de Moivre-Laplace) central limit theorem (Google Drive)

probability theory
From  Richard Sowers 118 plays 0  
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Richard Sowers
Thumbnail for entry Central Limit Theorem 1: Formulation

Central Limit Theorem 1: Formulation

duration 5 minutes 3 seconds

Central Limit Theorem 1: Formulation

Central Limit Theorem 1: Formulation

Central Limit Theorem 1: Formulation

Let's formulate the statement of the central limit theorem using coin flips (de Moivre-Laplace) (Google Drive)

probability theory
From  Richard Sowers 193 plays 0  
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Richard Sowers