A short proof of the martingale convergence theorem
نویسندگان
چکیده
منابع مشابه
Polya’s Urn and the Martingale Convergence Theorem
This paper is about Polya’s Urn and the Martingale Convergence Theorem. I will start with the formal definition, followed by a simple example of martingale and the basic properties of martingale. Then I will explain the Polya’s Urn model and how it contributes to proving the Martingale Convergence Theorem. Finally, I will give a full proof of the Martingale Convergence Theorem.
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1973
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1973-0324770-x