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supermartingale
English
Meaning
supermartingale
meaning
What does
supermartingale
mean?
supermartingale
noun
—
(
mathematics
)
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
.
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