discipline 
MSc in
Mathematics

subject 
Theory of
martingales (module Probability theory)

lecturers 
Tamás F. Móri, Dept. of Probability Theory and
Statistics, Institute of Mathematics 
credits 
2 
period 
1^{st}
semester 
curriculum 
The convergence set of square integrable
martingales. Regular stopping times,
Wald’s identity. Application of martingales: the Conway algorithm, optimal
strategies in favorable games, branching processes with two types of
individuals. Martingales in Hilbert spaces. CLT for martingales. Reversed
martingales, Ustatistics, interchangeability. 
literature 

form of tuition 
Lecture 
mode of assessment 
oral exam 