optional stopping

optional stopping
Математика: произвольная остановка, свободное прекращение (игры)

Универсальный англо-русский словарь. . 2011.

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  • Optional stopping theorem — In probability theory, the optional stopping theorem (or Doob s optional sampling theorem) says that, under certain conditions, the expected value of a martingale at a stopping time is equal to its initial value (and also expected value at any… …   Wikipedia

  • Stopping time — Example of a stopping time: a hitting time of Brownian motion In probability theory, in particular in the study of stochastic processes, a stopping time (also Markov time) is a specific type of “random time”. The theory of stopping rules and… …   Wikipedia

  • Optional Sampling Theorem — Das Optional Sampling Theorem (auch Optional Stopping Theorem) ist eine auf Joseph Doob zurückgehende wahrscheinlichkeitstheoretische Aussage. Eine populäre Version dieses Theorems besagt, dass es bei einem fairen, sich wiederholenden Spiel keine …   Deutsch Wikipedia

  • Likelihood principle — In statistics,the likelihood principle is a controversial principle of statistical inference which asserts that all of the information in a sample is contained in the likelihood function.A likelihood function arises from a conditional probability …   Wikipedia

  • Martingale (probability theory) — For the martingale betting strategy , see martingale (betting system). Stopped Brownian motion is an example of a martingale. It can be used to model an even coin toss betting game with the possibility of bankruptcy. In probability theory, a… …   Wikipedia

  • Martingale (betting system) — For the generalised mathematical concept, see martingale (probability theory). Originally, martingale referred to a class of betting strategies popular in 18th century France. The simplest of these strategies was designed for a game in which the… …   Wikipedia

  • Wald's equation — In probability theory, Wald s equation is an important identity which simplifies the calculation of the expected value of the sum of a random number of random quantities. Formally, it relates the expectation of a sum of randomly many i.i.d.… …   Wikipedia

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  • George Alfred Barnard — (September 23, 1915 August 9, 2002) was a British statistician known particularly for his work on the foundations of statistics and on quality control.BiographyGeorge Barnard was born in Walthamstow, London. His father was a cabinet maker and his …   Wikipedia

  • Semimartingale — In probability theory, a real valued process X is called a semimartingale if it can be decomposed as the sum of a local martingale and an adapted finite variation process.Semimartingales are good integrators , forming the largest class of… …   Wikipedia

  • Disc brake — Close up of a disc brake on a car On automobiles, disc brakes are often located with …   Wikipedia


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