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martingale
(redirected from Submartingale)

    Also found in: Dictionary/thesaurus, Medical, Wikipedia 0.01 sec.
martingale
1. a strap from the reins to the girth of a horse preventing it from carrying its head too high
2. any gambling system in which the stakes are raised, usually doubled, after each loss
3. Nautical
a. a chain or cable running from a jib boom to the dolphin striker, serving to counteract strain
b. another term for dolphin striker
martingale [′märt·ən‚gāl]
(statistics)
A sequence of random variablesx1,x2, …, where the conditional expected value ofxn+ 1givenx1,x2, …,xn, equalsxn.
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n [greater than or equal to] N] is a non-negative submartingale.
A functional limit law for the profile of plane-oriented recursive ... by Sulzbach, Henning / DMTCS Proceedings
While several adaptations of the Random Walk EMH have been postulated with the corresponding variants of the normal distribution and martingale and submartingale approaches being used to model stock prices or returns, the variance continues to be the cardinal measure of risk, as defined by the volatility of stock prices.
Risk measurement, nonlinearities, and chaos by Dey, Parikshit / Singapore Management Review
 
 
 
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