English English Russian Русский
  • English English
  • Russian Russian
  • German German
  • English English
  • Russian Russian
  • German German
en

Supermartingale

UK
/ˌsuːpəˈmɑːtɪŋɡeɪl/
US
/ˌsuːpərˈmɑrtɪnɡeɪl/
ru

Translation of "supermartingale" into Russian

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

Definitions

supermartingale
Noun
raiting
UK
/ˌsuːpəˈmɑːtɪŋɡeɪl/
US
/ˌsuːpərˈmɑrtɪnɡeɪl/
A stochastic process (with respect to a given filtration) whose conditional expected future value, given the information available up to the present time, is less than or equal to its current value.
If (X_t)_{t \ge 0} is a supermartingale, then E[X_{t+s} | \mathcal{F}_t] \le X_t for all s \ge 0.
supermartingale
Adjective
raiting
UK
/ˌsuːpəˈmɑːtɪŋɡeɪl/
US
/ˌsuːpərˈmɑrtɪnɡeɪl/
Relating to, derived from, or exhibiting the properties of a supermartingale.
The supermartingale convergence theorem plays a central role in stochastic analysis.