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Supermartingale majorant bound
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Martingale
Supermartingale
OurBigBook.com
Words: 25
If a supermartingale
V
dominates an adapted reward process
Z
, optional sampling gives
E
Z
τ
≤
V
0
for every bounded stopping time
τ
.
Ancestors
(7)
Supermartingale
Martingale
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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