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