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A
generalization of martingales and two consequent convergence
theorems
Louis Harvey Blake |
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Vol. 35 (1970), No. 2, 279–283
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Abstract |
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Loeve has observed that a discrete stochastic process can be interpreted as a game and that a martingale can be interpreted as a “fair” game. In this context, the notion of a martingale is enlarged to a game which becomes “fairer with time” and then this concept is utilized to establish two convergence theorems. |
Mathematical Subject Classification
Primary: 60.40
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Milestones
Received: 20 March 1970
Published: 1 November 1970
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Authors |
| Louis Harvey Blake | |
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