submartingale
A stochastic process for which the conditional expectation of future values given the…A stochastic process for which the conditional expectation of future values given the sequence of all prior values is superior or equal to its current value.
Meaning
1 sensesA stochastic process for which the conditional expectation of future values given the sequence of all prior values is superior or equal to its current value.
If a gambler repeatedly plays a game with positive expectation, his payoff over time is a submartingale.
Origin
From sub- + martingale.From sub- + martingale.
Wiktionary, CC BY-SA 4.0 · source
Forms
plural: submartingales| Singular | submartingale |
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| Plural | submartingales |
regular
See also
neighbours in the dictionaryDictionary text adapted from Wiktionary (Wiktionary contributors, CC BY-SA 4.0) and Open English WordNet / Princeton WordNet (CC BY 4.0, WordNet License); shared under CC BY-SA 4.0. Example sentences and recordings are credited where they appear.