منابع مشابه
Lecture 18: October 25 18.1 Martingales
As a motivation, consider a fair game (i.e., the expected win/loss from each play of the game is zero). Suppose a gambler plays the game multiple times; neither his stakes, nor the outcome of the games need be independent, but each play is fair. Let Zi denote the outcome of the i game and Xi the gambler’s capital after game i. Fairness ensures that the expected capital after a game is the same ...
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ژورنال
عنوان ژورنال: Proceedings of the Zoological Society of London
سال: 1842
ISSN: 0370-2774
DOI: 10.1111/j.1469-7998.1842.tb00070.x