supermartingale

supermartingale
супермартингал m

English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. . 1994.

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  • supermartingale — noun A martingale in which the random variables are greater than an earlier value …   Wiktionary

  • Martingale (probability theory) — For the martingale betting strategy , see martingale (betting system). Stopped Brownian motion is an example of a martingale. It can be used to model an even coin toss betting game with the possibility of bankruptcy. In probability theory, a… …   Wikipedia

  • Effective dimension — In mathematics, effective dimension is a modification of Hausdorff dimension and other fractal dimensions which places it in a computability theory setting. There are several variations (various notions of effective dimension) of which the most… …   Wikipedia

  • Decomposition (disambiguation) — Decomposition may refer to the following: Decomposition, biological process through which organic material is reduced Chemical decomposition or analysis, in chemistry, is the fragmentation of a chemical compound into elements or smaller compounds …   Wikipedia

  • Doob–Meyer decomposition theorem — The Doob–Meyer decomposition theorem is a theorem in stochastic calculus stating the conditions under which a submartingale may be decomposed in a unique way as the sum of a martingale and a continuous increasing process. It is named for J. L.… …   Wikipedia

  • Doob's martingale convergence theorems — In mathematics specifically, in stochastic analysis Doob s martingale convergence theorems are a collection of results on the long time limits of supermartingales, named after the American mathematician Joseph Leo Doob. Contents 1 Statement of… …   Wikipedia

  • Martingal — Pfade von zwei kompensierten zusammengesetzten Poisson Prozessen. Die Intensität (Sprunghäufigkeit) des blauen Prozesses ist mit 2.4 genau vier mal so hoch wie die des roten Prozesses. Im gezeichneten Intervall [0,35] springt der blaue Prozess 66 …   Deutsch Wikipedia


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