Doob martingale
Sign in to savemathematical construction of a martingale (with respect to a given filtration) approximating a given random variable; the evolving sequence of best approximations to the random variable based on information accumulated up to a certain time
In the Vinony graph
Within Vinony's link graph, Doob martingale is referenced by 12 other articles, and connects out to concentration inequality, digital object identifier and probability theory.
Vinony files it under Martingale theory, Probabilistic inequalities and Statistical inequalities.
Its subject is documented across 5 Wikipedia language editions.
Wikidata facts
- Instance of
- inequation
- Subclass of
- martingale
- Named after
- Joseph Leo Doob
Show 2 more facts
- maintained by WikiProject
- WikiProject Mathematics
- discoverer or inventor
- Joseph Leo Doob
Sources (1)
via Wikidata · CC0
Connections
concentration inequality
Entity
digital object identifier
Entity
probability theory
Entity
random variable
Entity
JSTOR
Organization
variance
Entity
probability distribution
Entity
expectation
Entity
law of large numbers
Entity
fuzzy logic
Entity
stochastic process
Entity
central limit theorem
Entity
independent events
Entity
random walk
Entity
Chebyshev's inequality
Entity
martingale
Entity
Joseph Leo Doob
Entity
Chernoff bound
Entity
filtration
Entity
glossary of probability and statistics
Entity