Martingale
Summary
A martingale is a stochastic process in which the conditional expectation of the next value, given the past, is the present value. It models the fortune of a player in a fair game. The node martingale gives the precise definition in discrete time.
What this node needs for W2
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
- edge specializes both: the more general notions and the special cases (0 of 1)
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Sources
What links here
Definitions
- Martingale 0CDVK9RQBH