supermartingale
上鞅
发音
US
词形变化
supermartingales
复数
supermartingales
释义与例句
n.
-
1.
A stochastic process for which the conditional expectation of future values given the sequence of all prior values is bounded above by the current value.
数学If a gambler repeatedly plays a game with negative expectation, his payoff over time is a supermartingale.
词源
From super- + martingale.
来源：wiktionary