submartingale

名词 n.
中文释义

英文释义

名词 n.
  1. A stochastic process for which the conditional expectation of future values given the sequence of all prior values is superior or equal to its current value.
    — If a gambler repeatedly plays a game with positive expectation, his payoff over time is a submartingale.

词形变化

submartingales plural

词源

From sub- + martingale.
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