Doob martingale

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mathematical construction of a martingale (with respect to a given filtration) approximating a given random variable; the evolving sequence of best approximations to the random variable based on information accumulated up to a certain time

Eksteraj rimedoj

identigilo de Freebase	/m/0b_vrn^[1]
numero en Microsoft Academic	2779683895

estas

teoremo

neegalaĵo

subaro de

martingalo

nomita laŭ

Joseph Leo Doob

malkovrinto aŭ inventinto

Joseph Leo Doob

mastrumata de VikiProjekto

Projekto:Matematiko

Referenco

↑ Freebase Data Dumps, 28 okt. 2013

[r3467ea51-1] Freebase Data Dumps, 28 okt. 2013

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