English Explanatory Dictionary

supermartingale

English dictionary entry

Meanings

noun
  1. A stochastic process for which the conditional expectation of future values given the sequence of all prior values is bounded above by the current value.

Pronunciation

LL-Q1860 (eng)-Flame, not lame-supermartingale.wav

Word forms

supermartingale supermartingales

Etymology

From super- + martingale.

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