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- Doob_martingale abstract "A Doob martingale (also known as a Levy martingale) is a mathematical construction of a stochastic process which 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 numbers, Chernoff's inequality, Chebyshev's inequality or similar tools. When analyzing similar objects where the differences are not independent, the main tools are martingales and Azuma's inequality.".
- Doob_martingale wikiPageExternalLink ?a=4113.
- Doob_martingale wikiPageID "4392777".
- Doob_martingale wikiPageRevisionID "587837771".
- Doob_martingale date "May 2012".
- Doob_martingale hasPhotoCollection Doob_martingale.
- Doob_martingale reason "what has this para to do with Doob martingale in particular".
- Doob_martingale subject Category:Martingale_theory.
- Doob_martingale subject Category:Probabilistic_inequalities.
- Doob_martingale subject Category:Statistical_inequalities.
- Doob_martingale type Abstraction100002137.
- Doob_martingale type Attribute100024264.
- Doob_martingale type Difference104748836.
- Doob_martingale type Inequality104752221.
- Doob_martingale type ProbabilisticInequalities.
- Doob_martingale type Quality104723816.
- Doob_martingale type StatisticalInequalities.
- Doob_martingale comment "A Doob martingale (also known as a Levy martingale) is a mathematical construction of a stochastic process which approximates a given random variable and has the martingale property with respect to the given filtration.".
- Doob_martingale label "Doob martingale".
- Doob_martingale label "Мартингал Дуба".
- Doob_martingale sameAs m.0b_vrn.
- Doob_martingale sameAs Q1972209.
- Doob_martingale sameAs Q1972209.
- Doob_martingale sameAs Doob_martingale.
- Doob_martingale wasDerivedFrom Doob_martingale?oldid=587837771.
- Doob_martingale isPrimaryTopicOf Doob_martingale.