Results 211 to 220 of about 5,443 (259)

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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Martingale generalizations and preservation of martingale properties

Canadian Journal of Statistics, 1984
AbstractThis article investigates circumstances under which seven important martingale properties are preserved by the following six martingale generalizations: quasimartingales, amarts, martingales in the limit, games fairer with time, progressive martingales, and eventual martingales.
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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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Conformable Fractional Martingales and Some Convergence Theorems

Mathematics, 2022
Ma'Mon Abu Hammad, Hammad Ma'Mon Abu
exaly  

On Azuma-Type Inequalities for Banach Space-Valued Martingales

Journal of Theoretical Probability, 2021
Sijie Luo
exaly  

Derivation and Martingales

1970
Charles A. Hayes, Christian Y. Pauc
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Martingales and Martingale Representations

2014
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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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