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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: Copyright Holders: Maintainers: 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 Changes: `added google analytics tracking code` Version: 1.2 Aug 27, 2009 12:10 pm -0500 by Changes: `Types` Version: 1.1 Aug 6, 2009 3:58 pm -0500 by Changes: `Summary added`

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American Chemical Society (ACS) Style Guide:

Pfeiffer, P. Martingale Sequences: The Concept, Examples, and Basic Patterns, Connexions 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 [Connexions 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 Connexions Web site: http://cnx.org/content/m31076/1.3/

Chicago Manual of Style (Bibliography):

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