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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).

Q: What is a martingale simple random walk?

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Simple!

It can be but it is not simple random sampling.

The expected value of a Martingale system is the last observed value.

Welll...... when you jump... you leave the ground... when you walk.... you dont.... unless your klumsy.... or if youre jump walking....

simple random sampling

Related questions

The error term in a random walk is assumed to be iid (often white-noise), but the error in a martingale doesn't have to be. If the error is AR(1) however, then the process can't be martingale, as the error in last period is known, and so the current period error is not mean zero anymore. But the error may have second order serial correlation (like an ARCH process), and still be a martingale. The error in a random walk however must be independent of the prior error (at all orders).

The Irish martingale

Random walk hypothesis was created in 1964.

there are two. standing martingale and a running martingale. both used for different reasons.

Simple!

a ring martingale is the circle that is atached to the bit

Fifi Martingale was created in 2001.

The duration of Fifi Martingale is 2.12 hours.

RANDOM

A Random Walk Down Wall Street was created in 1973.

A Random Walk Down Wall Street has 456 pages.

It can be but it is not simple random sampling.