Doob martingale
id:
doob-martingale-238-15910933
title:
Doob martingale
text:
In the mathematical theory of probability, a Doob martingale is a stochastic process that approximates a given random variable and has the martingale property with respect to the given filtration. It may be thought of as the evolving sequence of best approximations to the random variable based on information accumulated up to a certain time. When analyzing sums, random walks, or other additive functions of independent random variables, one can often apply the central limit theorem, law of large
brand slug:
wiki
category slug:
encyclopedia
description:
Stochastic process
original url:
https://en.wikipedia.org/wiki/Doob_martingale
date created:
date modified:
2024-01-01T04:47:15Z
main entity:
{"identifier":"Q1972209","url":"https://www.wikidata.org/entity/Q1972209"}
image:
fields total:
13
integrity:
14