Bartingale
마팅게일(프랑스어: martingale 마르탱갈 )이라는 단어는 프랑스 남부의 지명 마르티그에서 유래한다. 마르탱갈은 18세기 프랑스에서 유행하였던 도박 전략의 하나를 일컫는 단어였다. 이 전략은 한 판을 이겼을 때 얻는 금액과 한 판을 졌을 때 잃는 금액이 같고 이길 확률과 질 확률 역시 동일한 형태의 도박을 할 때 사용할 수 … 더 보기 확률론에서 마팅게일(영어: martingale 마턴게일 , 프랑스어: martingale 마르탱갈 )은 확률 과정의 하나로, 과거의 모든 정보를 알고 있다면 미래의 기댓값이 현재 값과 동일한 과정이다. 더 보기 다음이 주어졌다고 하자. • 전순서 집합 $${\displaystyle (T,\leq )}$$ • 여과 확률 공간 더 보기 • Shiryaev, A.N. (2001). “Martingale”. 《Encyclopedia of Mathematics》 (영어). Springer-Verlag. ISBN 978-1-55608-010-4. • Weisstein, Eric … 더 보기 마팅게일의 대표적인 예로는 무작위 행보가 있다. 더 보기 웹View Kari Bartingale’s profile on LinkedIn, the world’s largest professional community. Kari has 3 jobs listed on their profile. See the complete profile on LinkedIn and discover Kari’s ...
Bartingale
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There are two popular generalizations of a martingale that also include cases when the current observation Xn is not necessarily equal to the future conditional expectation E[Xn+1 X1,...,Xn] but instead an upper or lower bound on the conditional expectation. These definitions reflect a relationship between martingale theory and potential theory, which is the study of harmonic functions. Just as a continuous-time martingale satisfies E[Xt {Xτ : τ ≤ s}] − Xs = 0 ∀s ≤ t, a har… 웹2024년 5월 22일 · A supermartingale is a process with the opposite type of inequality. 1. Since a martingale satisfies both (7.7.1) and (7.7.2) with equality, a martingale is both a …
웹2024년 9월 8일 · Carol met Jack Bartingale in a history class at UW Madison and their romance continued throughout college. They were married in St. John’s Lutheran church in Two Rivers, WI on July 23, 1955. 웹2016년 12월 9일 · Describes a martingale process
웹Tom Crawford discussing roulette and gambling with a famed strategy.More Tom videos on Numberphile: http://bit.ly/Crawford_VideosMore links & stuff in full d... 웹鞅 (martingale) 则称它为鞅过程，简称鞅。. 鞅是公平博弈的广义版本。. 因为若我们将 Z_n 解释为一个赌徒在第 n 次赌博后的财产，则式 (1)说明无论前面发生了什么，他在第 n+1 次 …
웹2024년 10월 24일 · The concept of martingale in probability theory was introduced by Paul Lévy in 1934, though he did not name it. The term "martingale" was introduced later by (Ville 1939), who also extended the definition to continuous martingales. Much of the original development of the theory was done by Joseph Leo Doob among others.
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