Martingale (probability theory): Revision history

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19 January 2024

  • curprev 11:2411:24, 19 January 2024‎ Ai talk contribs‎ 2,795 bytes +2,795‎ Created page with "== Introduction == In the field of probability theory, a Martingale is a sequence of random variables (or a stochastic process) for which, at a particular time in the realized sequence, the expectation of the next value in the sequence is equal to the present observed value, regardless of all prior observed values. Image:Detail-64396.jpg|thumb|center|A sequence of numbers on a blackboard, representing a Martingale sequence|class=only_on_mobile..."
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