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en

Supermartingales

UK
/ˌsuːpəˈmɑːtɪŋɡeɪlz/
US
/ˌsuːpərˈmɑrtɪnɡeɪlz/
ru

Translation supermartingales into russian

supermartingale
Noun
supermartingales pl
raiting
supermartingale
supermartingales pl
In probability theory, a supermartingale is a sequence of random variables.
В теории вероятностей супермартингал — это последовательность случайных величин.

Definitions

supermartingale
Noun
raiting
A stochastic process that, at a particular time, has an expected value that is less than or equal to its current value, often used in probability theory and finance.
In the study of financial markets, a supermartingale is used to model the expected decrease in the value of a stock over time.