A Course in Probability Theory

By K. Chung. 1949

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Trajectory-wise Control Variates for Variance Reduction in Policy Gradient Methods (2019, neutral): “(4)The law of total variance: Var[f(X,Y )] = EXVarY |X [f(X,Y )] +VarXEY |X [f(X,Y )] [38].”
An adaptive randomized design with application to estimation (2001, unknown): “(See, for example, Chung 1974, p. 123.)”
Bayesian Gaussian process models : PAC-Bayesian generalisation error bounds and sparse approximations (2003, background): “For concepts and vocabulary from general probability theory, we refer to [67, 16, 29].”
Markov selections for the 3D stochastic Navier–Stokes equations (2006, unknown): “1 of [4]).”
Cumulative residual entropy: a new measure of information (2004, unknown): “Given a sigma field and a random variable with finite expectation, we can define a random variable which is measurable with respect to and is called the conditional expectation of given [5], denoted by .”
Conformism and diversity under social learning (2001, background): “Chung [ 10 ] then implies that P θ ( γ< ∞) < 1. In other words, the probability of going from state s to state s � (in finite time) is less than 1. This establishes that the process {Lt } is transient.”