A martintote is a random sequence such that the asymptotic behavior of the process distribution, conditioned with respect to the past, remains the same along the sequence. In this respect the conditional distributions of a martintote behave similarly to the conditional expectations of a martingale. We give an optional sampling theorem for martintotes and a class of examples.
Publié le : 1974-02-14
Classification:
none of established catagories,
Random sequences,
asymptotics,
martingale,
stopping times,
optional sampling,
60G99,
60G40
@article{1176996753,
author = {Greenwood, Priscilla},
title = {The Martintote},
journal = {Ann. Probab.},
volume = {2},
number = {6},
year = {1974},
pages = { 84-89},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996753}
}
Greenwood, Priscilla. The Martintote. Ann. Probab., Tome 2 (1974) no. 6, pp. 84-89. http://gdmltest.u-ga.fr/item/1176996753/