18.175 Lecture 16: Conditional expectation, random walks, martingales by Scott Sheffield Created 2026-10-13 Updated 2026-11-05
Online text: math.mit.edu/~sheffield/2016175/Lecture16.pdf
Cited passages: PDF pp. 4–8 define conditional expectation and its uniqueness up to almost surely equality; pp. 9–11 discuss integrability and uniqueness.
By Scott Sheffield.
Abstract and construction of the quantum area measure: regularized exponential of circle averages of a Gaussian free field for . MIT author manuscript record: dspace.mit.edu/entities/publication/7adfc26d-9fb8-4348-8662-cd5ae52cc71f .