Concept information
Término preferido
martingale
Definición
- In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time, the conditional expectation of the next value in the sequence is equal to the present value, regardless of all prior values. (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Martingale_(probability_theory))
Concepto genérico
En otras lenguas
-
francés
URI
http://data.loterre.fr/ark:/67375/MDL-WXJS6G4N-M
{{label}}
{{#each values }} {{! loop through ConceptPropertyValue objects }}
{{#if prefLabel }}
{{/if}}
{{/each}}
{{#if notation }}{{ notation }} {{/if}}{{ prefLabel }}
{{#ifDifferentLabelLang lang }} ({{ lang }}){{/ifDifferentLabelLang}}
{{#if vocabName }}
{{ vocabName }}
{{/if}}