概率论与数理统计 (Spring 2024)/OST and applications: Revision history

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26 May 2024

  • curprev 02:5902:59, 26 May 2024‎ Etone talk contribs‎ 18,855 bytes +18,855‎ Created page with "=可选停时定理 (OST)= '''可选停时定理''' ('''Optional Stopping Theorem''', '''OST''')，有事也被称为'''鞅停时定理''' ('''Martingale Stopping Theorem''')、'''可选抽样定理''' ('''Optional Sampling Theorem''') 等，是约瑟夫·杜布 ([https://en.wikipedia.org/wiki/Joseph_L._Doob Joseph Doob]) 发现的关于鞅的停时的刻画定理。 首先定义鞅 (martingale)。这是一类由公平赌博定义的随机过程。 {{Theorem|定义（..."
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