supermartingale

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 bounded above by the current value.
    — If a gambler repeatedly plays a game with negative expectation, his payoff over time is a supermartingale.

词形变化

supermartingales plural

词源

From super- + martingale.
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