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In the theory of stochastic processes in discrete time, a part of the mathematical theory of probability, the Doob decomposition theorem gives a unique decomposition of every adapted and integrable stochastic process as the sum of a martingale and a predictable process (or "drift") starting at zero. The theorem was proved by and is named for ...
Leonard W. Doob. Leonard William Doob (March 3, 1909 – March 29, 2000) was an American academic who worked as the Sterling Professor Emeritus of Psychology at Yale University and was a pioneering figure in the fields of cognitive and social psychology, propaganda and communication studies, as well as conflict resolution.
Active. Google Chrome Experiments is an online showroom of web browser -based experiments, interactive programs, and artistic projects. Launched on March 1, 2009, Google Chrome Experiments is an official Google website that was originally meant to test the limits of JavaScript and the Google Chrome browser's performance and abilities.
Joseph Leo Doob (February 27, 1910 – June 7, 2004) was an American mathematician, specializing in analysis and probability theory. The theory of martingales was developed by Doob. Early life and education [ edit ]
The optional stopping theorem can be used to prove the impossibility of successful betting strategies for a gambler with a finite lifetime (which gives condition ( a )) or a house limit on bets (condition ( b )). Suppose that the gambler can wager up to c dollars on a fair coin flip at times 1, 2, 3, etc., winning his wager if the coin comes up ...
1 / 3. Marvel. Got a few seconds to spare? Open the Google homepage and search for "Thanos." Then, click the Infinity Gauntlet that appears in the supervillain's Knowledge Graph card. As ...
Depth of focus. Depth of focus is a lens optics concept that measures the tolerance of placement of the image plane (the film plane in a camera) in relation to the lens. In a camera, depth of focus indicates the tolerance of the film's displacement within the camera and is therefore sometimes referred to as "lens-to-film tolerance".
Doob–Meyer decomposition theorem. The Doob–Meyer decomposition theorem is a theorem in stochastic calculus stating the conditions under which a submartingale may be decomposed in a unique way as the sum of a martingale and an increasing predictable process. It is named for Joseph L. Doob and Paul-André Meyer .