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Martingale Boosting

2005
Martingale boosting is a simple and easily understood technique with a simple and easily understood analysis. A slight variant of the approach provably achieves optimal accuracy in the presence of random misclassification noise.
Philip M. Long, Rocco A. Servedio
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Quantum Martingales that are Reverse Martingales are Multiples of the Identity

Bulletin of the London Mathematical Society, 1984
Let \({\mathcal C}\) be a hyperfinite \(II_ 1\) factor, m the normal faithful central state (probability trace) on \({\mathcal C}\). For \(1\leq p\leq \infty\) define \(L^ p({\mathcal C})\) to be the completion of \({\mathcal C}\) with respect to the \(L^ p\)-norm \(\| u\|_ p=m(| u|^ p)^{1/p},\) \(u\in {\mathcal C}\).
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On Wolff's Pasta Martingale

Operations Research, 1992
In establishing the seminal result PASTA (Poisson Arrivals See Time Averages), R. Wolff (1982) constructed a martingale, and demonstrated that PASTA was a consequence of a strong law of large numbers of this martingale. Here we establish a central limit theorem for the PASTA martingale, and characterize its asymptotic normality. The result can be used
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On martingales and feller semigroups

Results in Mathematics, 1992
The author gives a clean characterization theorem which stems from the work of \textit{D. W. Stroock} and \textit{S. R. S. Varadhan} [Multidimensional diffusion processes (1979; Zbl 0426.60069)] on martingale problems in multidimensional diffusion. Let \(E^ \Delta\) be the one point compactification of the locally compact Hausdorff space \(E\).
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Martingales; reversed martingales and the Skorokhod embedding

1982
Thesis (Ph.D.) -- La Trobe University, 1982.; Submitted to the Dept. of Mathematical Statistics, School of Physical Sciences.
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Derivation and Martingales

1970
Charles A. Hayes, Christian Y. Pauc
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On Discontinuous Martingales

Theory of Probability & Its Applications, 1975
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Martingales

2022
Karl R. Stromberg, Kuppusamy Ravindran
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