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bn:02106866n
Noun Concept
Categories: Stochastic processes, Harv and Sfn template errors, Paul Lévy (mathematician), Game theory, Martingale theory
EN
martingale  martingale theory  submartingale  supermartingale
EN
In probability theory, a martingale is a sequence of random variables for which, at a particular time, the conditional expectation of the next value in the sequence is equal to the present value, regardless of all prior values. Wikipedia
English:
probability theory
probability
Definitions
Examples
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Sources
EN
In probability theory, a martingale is a sequence of random variables for which, at a particular time, the conditional expectation of the next value in the sequence is equal to the present value, regardless of all prior values. Wikipedia
A stochastic process in which the conditional expectation of the next value, given the current and preceding values, is the current value Wikipedia Disambiguation
Model in probability theory, used in gambling Wikidata
A stochastic process for which the conditional expectation of future values given the sequence of all prior values is equal to the current value. Wiktionary
EN
If a gambler plays a fair game repeatedly, his payoff over time is a martingale. Wiktionary
IS A
local martingale
HAS KIND
Doob martingale
de Moivre's martingale
DISCOVERER OR INVENTOR
Paul Lévy
Wikipedia
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martingale (probability theory)
Wikidata
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martingale
Wiktionary
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martingale
Wikipedia Redirections
EN
Martingale (probability), martingale theory, submartingale, supermartingale

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