Wald's martingale

In probability theory, Wald's martingale is the name sometimes given to a martingale used to study sums of i.i.d. random variables.

Source: Wikipedia — Wald's martingale (CC BY-SA 4.0)

Wald's martingale

In probability theory, Wald's martingale is the name sometimes given to a martingale used to study sums of i.i.d. random variables.

Source: Wikipedia "Wald's martingale" · CC BY-SA 4.0

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