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Martingale (probability theory) - Wikipedia
In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time, the conditional ...
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Martingales and the characteristic functions of absorption time ...
by T Monk · 2021 · Cited by 1 — Martingales provide an elegant framework to solve principal problems of evolutionary graph theory. It should be possible to extend our analysis ...
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Martingales
A stochastic process is a sequence of random variables X0, X1, ..., typically indexed either by ℕ (a discrete-time stochastic process) or ℝ (a continuous-time ...
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