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Key terms: math martingale let process mathbf wins probability sequence equal vert example minus heads urn gambler value fortune theory mid expected function amoeba observation infty ldots cell theorem filtration chart measure suppose random variable coin comes up definitions density stopping time property given all stochastic process martingale with respect inequality martingale series betting strategies conditional expectation expected value fortune over time coin comes up tails coin comes up heads if the coin comes up comes up heads and loses Search external links cited by footnotes on Wikipedia page Martingale (probability theory): |
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