4 ms·
This gives a mathematical martingale. I only know the betting strategy martingale https://en.m.wikipedia.org/wiki/Martingale_(betting_system) https://en.m.wikip
by spapas82 4y ago
This gives a mathematical martingale. I only know the betting strategy martingale https://en.m.wikipedia.org/wiki/Martingale_(betting_system) https://en.m.wikipedia.org/wiki/Martingale_(betting_system)
- fnbr 4y agoThe betting strategy martingale is an example of a mathematical martingale.
- krackers 4y agoAt least intuitively, I find it easier to think of martingales as betting strategies, basically a process where given a past sequence of events it spits out some wager on a prediction of the next outcome. Then there's a correspondence between the fairness criterion and betting functions. https://math.berkeley.edu/~slaman/papers/mlreals.pdf https://math.berkeley.edu/~slaman/papers/mlreals.pdf