- positive martingale
- мат. положительный мартингал
Большой англо-русский и русско-английский словарь. 2001.
positive martingale
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Doob's martingale inequality — In mathematics, Doob s martingale inequality is a result in the study of stochastic processes. It gives a bound on the probability that a stochastic process exceeds any given value over a given interval of time. As the name suggests, the result… … Wikipedia
Betting strategy — A betting strategy or betting system is a structured approach to gambling, with a predefined set of actions for bet sizing and timing. Betting strategies are typical in any activity in which money is risked but where the participant has little… … Wikipedia
probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… … Universalium
Wiener process — In mathematics, the Wiener process is a continuous time stochastic process named in honor of Norbert Wiener. It is often called Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with… … Wikipedia
Hardy space — In complex analysis, the Hardy spaces (or Hardy classes) Hp are certain spaces of holomorphic functions on the unit disk or upper half plane. They were introduced by Frigyes Riesz (Riesz 1923), who named them after G. H. Hardy, because of the… … Wikipedia
MARTINGALES (THÉORIE DES) — Le mot «martingale» évoque l’idée d’une stratégie pour gagner aux jeux de hasard. Cette notion tient une place essentielle dans toute la théorie des probabilités et s’est révélée être un langage très riche dans de nombreux domaines des… … Encyclopédie Universelle
Risk-neutral measure — In mathematical finance, a risk neutral measure, is a prototypical case of an equivalent martingale measure. It is heavily used in the pricing of financial derivatives due to the fundamental theorem of asset pricing, which implies that in a… … Wikipedia
Itō calculus — Itō calculus, named after Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process). It has important applications in mathematical finance and stochastic differential equations.The central… … Wikipedia
Azuma's inequality — In probability theory, the Azuma Hoeffding inequality (named after Kazuoki Azuma and Wassily Hoeffding) gives a concentration result for the values of martingales that have bounded differences.Suppose { X k : k = 0, 1, 2, 3, ... } is a martingale … Wikipedia
Central limit theorem — This figure demonstrates the central limit theorem. The sample means are generated using a random number generator, which draws numbers between 1 and 100 from a uniform probability distribution. It illustrates that increasing sample sizes result… … Wikipedia
Algorithmically random sequence — Intuitively, an algorithmically random sequence (or random sequence) is an infinite sequence of binary digits that appears random to any algorithm. The definition applies equally well to sequences on any finite set of characters. Random sequences … Wikipedia
