Talk:Doob martingale

Statistics Mid‑importance

	This article is within the scope of WikiProject Statistics, a collaborative effort to improve the coverage of statistics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.StatisticsWikipedia:WikiProject StatisticsTemplate:WikiProject StatisticsStatistics articles
Mid	This article has been rated as Mid-importance on the importance scale.

Mathematics Mid‑priority

	Mathematics portal This article is within the scope of WikiProject Mathematics, a collaborative effort to improve the coverage of mathematics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.MathematicsWikipedia:WikiProject MathematicsTemplate:WikiProject Mathematicsmathematics articles
Mid	This article has been rated as Mid-priority on the project's priority scale.

Assessment comment

The comment(s) below were originally left at Talk:Doob martingale/Comments, and are posted here for posterity. Following several discussions in past years, these subpages are now deprecated. The comments may be irrelevant or outdated; if so, please feel free to remove this section.

Comment(s)

Press [show] to view →

Geometry guy 21:50, 10 June 2007 (UTC)[reply]

This is a pretty bad article. The article on martingales is excellent, so it would be nice if the kind soul who did the martingale piece could fix this one. BTW the inequality should at least be called the Azuma-Hoeffding inequality since Hoeffding had it much earlier. —Preceding unsigned comment added by 72.244.69.62 (talk) 14:00, 1 May 2008 (UTC)[reply]

It's not clear whether the martingale is a regular martingale or a martingale with respect to $X_{1},...,X_{n}$ . More formally, is $E[B_{i+1}|B_{i},...,B_{0}]=B_{i}$ or is it $E[B_{i+1}|X_{i},...,X_{0}]=B_{i}$ ? I agree with Geometry guy that this is a pretty bad article. Also, a proof or a citation for this fact would be nice.

sattath (talk) 12:56, 27 April 2011 (UTC)[reply]

Last edited at 12:56, 27 April 2011 (UTC). Substituted at 19:55, 1 May 2016 (UTC)