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Supermartingale

UK
/ˌsuːpəˈmɑːtɪŋɡeɪl/
US
/ˌsuːpərˈmɑrtɪnɡeɪl/
ru

Translation supermartingale into russian

supermartingale
Noun
raiting
UK
/ˌsuːpəˈmɑːtɪŋɡeɪl/
US
/ˌsuːpərˈmɑrtɪnɡeɪl/
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 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.