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About: Martingale Sequences: The Concept, Examples, and Basic Patterns

Module by: Paul E Pfeiffer. E-mail the author

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Name: Martingale Sequences: The Concept, Examples, and Basic Patterns
ID: m31076
Language: English (en)
Summary: The notion of martingales and related concepts seem to have originated in studies of games of chance. Certain patterns were identified and extended to more general sequences of random variables. The resulting abstract theory provides a basis for many applications, both theoretical and practical.
Subject: Mathematics and Statistics
Keywords: Absolutely fair, Basic patterns, Basic sequence, Decision sequence, Favorable, Incremental sequence, Martingale, Special cases, Submartingale, Supermartingale, Unfavorable
License: Creative Commons Attribution License CC-BY 3.0

Authors: Paul E Pfeiffer (perhp@earthlink.net)
Copyright Holders: Paul E Pfeiffer (perhp@earthlink.net)
Maintainers: Paul E Pfeiffer (perhp@earthlink.net), Daniel Williamson (dcwill@cnx.org), Richard Baraniuk (richb@rice.edu), C. Sidney Burrus (csb@rice.edu), Jared Adler (jca2@rice.edu)

Latest version: 1.3 (history)
First publication date: Jul 16, 2009 2:18 pm -0500
Last revision to module: Sep 18, 2009 9:50 am -0500

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Version History

Version: 1.3 Sep 18, 2009 9:50 am -0500 by Daniel Williamson
Changes:
added google analytics tracking code

Version: 1.2 Aug 27, 2009 12:10 pm -0500 by Paul E Pfeiffer
Changes:
Types

Version: 1.1 Aug 6, 2009 3:58 pm -0500 by Paul E Pfeiffer
Changes:
Summary added

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American Chemical Society (ACS) Style Guide:

Pfeiffer, P. Martingale Sequences: The Concept, Examples, and Basic Patterns, OpenStax-CNX Web site. http://cnx.org/content/m31076/1.3/, Sep 18, 2009.

American Medical Assocation (AMA) Manual of Style:

Pfeiffer P. Martingale Sequences: The Concept, Examples, and Basic Patterns [OpenStax-CNX Web site]. September 18, 2009. Available at: http://cnx.org/content/m31076/1.3/.

American Psychological Assocation (APA) Publication Manual:

Pfeiffer, P. (2009, September 18). Martingale Sequences: The Concept, Examples, and Basic Patterns. Retrieved from the OpenStax-CNX Web site: http://cnx.org/content/m31076/1.3/

Chicago Manual of Style (Bibliography):

Pfeiffer, Paul. "Martingale Sequences: The Concept, Examples, and Basic Patterns." OpenStax-CNX. September 18, 2009. http://cnx.org/content/m31076/1.3/.

Chicago Manual of Style (Note):

Paul Pfeiffer, "Martingale Sequences: The Concept, Examples, and Basic Patterns," OpenStax-CNX, September 18, 2009, http://cnx.org/content/m31076/1.3/.

Chicago Manual of Style (Reference, in Author-Date style):

Pfeiffer, P. 2009. Martingale Sequences: The Concept, Examples, and Basic Patterns. OpenStax-CNX, September 18, 2009. http://cnx.org/content/m31076/1.3/.

Modern Languages Association (MLA) Style Manual:

Pfeiffer, Paul. Martingale Sequences: The Concept, Examples, and Basic Patterns. OpenStax-CNX. 18 Sep. 2009 <http://cnx.org/content/m31076/1.3/>.