answersLogoWhite

0


Best Answer

Martingale's simple random walk is an algorithm pertaining to the wager system, in which one assumes the course of doubling one's wager in reaction to a win or halves one's wager in reaction to a loss.

So the formula:

( Xn+1 | X0 , ... , Xn )

In this it is supposed that the random variates have a finite constraint (or this equation does not hold up to infinite purposes).

User Avatar

Wiki User

13y ago
This answer is:
User Avatar

Add your answer:

Earn +20 pts
Q: What is a martingale simple random walk?
Write your answer...
Submit
Still have questions?
magnify glass
imp
Related questions