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Premartingale
Перевод слова "premartingale" на Русский язык
premartingale
Существительное
UK
/priːˈmɑːtɪŋɡeɪl/
US
/priˈmɑrtɪŋɡeɪl/
premartingale
premartingales множ.
A premartingale is a type of stochastic process used in probability theory.
Премартигейл - это тип стохастического процесса, используемого в теории вероятностей.
Опеределения
premartingale
Существительное
UK
/priːˈmɑːtɪŋɡeɪl/
US
/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
Прилагательное
UK
/priːˈmɑːtɪŋɡeɪl/
US
/priˈmɑrtɪŋɡeɪl/
Relating to, or having the properties of, a premartingale.
The premartingale condition is essential in this convergence theorem.