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Properties of
martingale-like sequences
R. James Tomkins |
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Vol. 61 (1975), No. 2, 521–525
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Abstract |
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The purpose of this paper is to define a new type of stochastic sequence and to explore its properties. These new sequences of random variables, called eventual martingales, generalize the concept of a martingale. Several known results concerning the almost sure limiting behavior of martingales are shown to remain valid for eventual martingales. In addition, eventual martingales are compared with three other martingale-like sequences. |
Mathematical Subject Classification
Primary: 60G45, 60G45
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Milestones
Received: 23 January 1975
Published: 1 December 1975
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Authors |
| R. James Tomkins | |
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