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  2. Optional stopping theorem - Wikipedia

    en.wikipedia.org/wiki/Optional_stopping_theorem

    For example, suppose the last example had instead used a 'one-sided' stopping time, so that stopping only occurred at +m, not at −m. The value of X at this stopping time would therefore be m. Therefore, the expectation value E[X τ] must also be m, seemingly in violation of the theorem which would give E[X τ] = 0. The failure of the optional ...

  3. Wald's equation - Wikipedia

    en.wikipedia.org/wiki/Wald's_equation

    For convenience (see the proof below using the optional stopping theorem) and to specify the relation of the sequence (X n) n∈ and the filtration (F n) n∈ 0, the following additional assumption is often imposed:

  4. Stopping time - Wikipedia

    en.wikipedia.org/wiki/Stopping_time

    Example of a stopping time: a hitting time of Brownian motion.The process starts at 0 and is stopped as soon as it hits 1. In probability theory, in particular in the study of stochastic processes, a stopping time (also Markov time, Markov moment, optional stopping time or optional time [1]) is a specific type of “random time”: a random variable whose value is interpreted as the time at ...

  5. Martingale (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Martingale_(probability...

    The concept of a stopped martingale leads to a series of important theorems, including, for example, the optional stopping theorem which states that, under certain conditions, the expected value of a martingale at a stopping time is equal to its initial value.

  6. Martingale (betting system) - Wikipedia

    en.wikipedia.org/wiki/Martingale_(betting_system)

    The impossibility of winning over the long run, given a limit of the size of bets or a limit in the size of one's bankroll or line of credit, is proven by the optional stopping theorem. [ 3 ] However, without these limits, the martingale betting strategy is certain to make money for the gambler because the chance of at least one coin flip ...

  7. Doob's martingale inequality - Wikipedia

    en.wikipedia.org/wiki/Doob's_martingale_inequality

    The proof can also be phrased in the language of stochastic processes so as to become a corollary of the powerful theorem that a stopped submartingale is itself a submartingale. [2] In this setup, the minimal index i appearing in the above proof is interpreted as a stopping time .

  8. Optimal stopping - Wikipedia

    en.wikipedia.org/wiki/Optimal_stopping

    Optimal stopping problems can be found in areas of statistics, economics, and mathematical finance (related to the pricing of American options). A key example of an optimal stopping problem is the secretary problem .

  9. Wikipedia:Reference desk/Archives/Mathematics/2011 March 15

    en.wikipedia.org/wiki/Wikipedia:Reference_desk/...

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