Premartingale

Übersetzung von "premartingale" ins Russisch

premartingale

Substantiv

/priːˈmɑːtɪŋɡeɪl/

/priˈmɑrtɪŋɡeɪl/

premartingale

premartingales Pl.

премартигейл

A premartingale is a type of stochastic process used in probability theory.

Премартигейл - это тип стохастического процесса, используемого в теории вероятностей.

Definitionen

premartingale

Substantiv

/priːˈmɑːtɪŋɡeɪl/

/priˈmɑrtɪŋɡeɪl/

In probability theory, an integrable, adapted stochastic process that is simultaneously a submartingale and a supermartingale; equivalently, a process {Xₙ, 𝔽ₙ} for which E[Xₙ₊₁ | 𝔽ₙ] = Xₙ almost surely.

Because the conditional expectation of the next observation equals the current one, the sequence (Mₙ)ₙ≥0 is a premartingale.

premartingale

Adjektiv

/priːˈmɑːtɪŋɡeɪl/

/priˈmɑrtɪŋɡeɪl/

Relating to, or having the properties of, a premartingale.

The premartingale condition is essential in this convergence theorem.

Übersetzungen
Definitionen