Standard Lemma guide

supermartingale

noun · 1 senses · updated from the 2026-07-25 local source snapshot

Definitions and examples are grouped by meaning. Pronunciation, history, word forms, translations, descendants, synonyms, antonyms, derived terms, and related words appear whenever the source provides them.

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Pronunciation

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1

noun

Meaning 1

A stochastic process for which the conditional expectation of future values given the sequence of all prior values is bounded above by the current value.

Definition source: English Wiktionary via Wiktextract

Topics: mathematics, sciences

Examples

  • If a gambler repeatedly plays a game with negative expectation, his payoff over time is a supermartingale.

Meaning relationships

Synonyms: none provided

Antonyms: none provided

History

Etymology

From super- + martingale.