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• 14:01, 3 June 2023 Etone talk contribs created page 概率论与数理统计 (Spring 2023)/OST and applications (Created page with "=可选停时定理= '''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| :令 <ma...")