submartingale en · NOUN
Etymology
From sub- + martingale.
Meanings
-
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.
If a gambler repeatedly plays a game with positive expectation, his payoff over time is a submartingale.
Forms
| Spelling | Features | Labels | Source |
|---|---|---|---|
| submartingales | Number=Plur | lexicographic |