|Oct11-08, 10:35 PM||#1|
A question about martingale
question in attached file.
thanks in advance
|Oct11-08, 11:03 PM||#2|
the lecture told us to think about that this way:
1. first, what is the conditional probability of z_n(t)-z_n(tk) given that z_n(t1),z_n(t2)...z_n(tk) ?
2. is this process z_n(t) Markovian?
|Similar Threads for: A question about martingale|
|Is Martingale difference sequence strictly stationary and ergodic?||Calculus||1|
|Is Martingale difference sequence strictly stationary and ergodic?||General Math||0|