Statements (51)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:statistical_analysis
|
| gptkbp:appliesTo |
gptkb:information_theory
gptkb:machine_learning gptkb:signal_processing gptkb:stochastic_process gptkb:central_limit_theorem gptkb:law_of_large_numbers gptkb:reinforcement_learning gptkb:empirical_process_theory ergodic theory mathematical finance online learning queueing theory statistical inference algorithmic fairness option pricing theory variance reduction random walks branching processes statistical hypothesis testing risk-neutral measure gambling theory stochastic integration hedging strategies concentration inequalities change-point detection martingale difference sequence martingale representation theorem martingale transform stochastic dominance stopping time problems |
| gptkbp:field |
gptkb:probability_theory
statistics |
| gptkbp:firstDescribed |
1939
|
| gptkbp:introduced |
gptkb:Jean_Ville
|
| gptkbp:namedAfter |
gptkb:Paul_Lévy
|
| gptkbp:property |
conditional expectation of future value equals present value given the past
|
| gptkbp:relatedTo |
gptkb:Doob's_martingale_convergence_theorem
Brownian motion random variables stochastic processes Markov processes submartingale supermartingale optional stopping theorem |
| gptkbp:usedIn |
sequential analysis
financial mathematics stochastic analysis |
| gptkbp:bfsParent |
gptkb:Christopher_Charles_Heyde
|
| gptkbp:bfsLayer |
7
|
| https://www.w3.org/2000/01/rdf-schema#label |
Martingales in Statistics
|