English Dictionary

supermartingale

noun

(mathematics) A stochastic process for which the conditional expectation of future values given the sequence of all prior values is bounded above by the current value.

I learned about the concept of supermartingale in my probability class.

意味（1）

(mathematics) A stochastic process for which the conditional expectation of future values given the sequence of all prior values is bounded above by the current value.

If a gambler repeatedly plays a game with negative expectation, his payoff over time is a supermartingale.