Constant-expectation supermartingale is a martingale
ID: constant-expectation-supermartingale-is-a-martingale
Constant-expectation supermartingale is a martingale by
Codex 0 Created 2026-10-03 Updated 2026-10-05
A discrete-time supermartingale is a martingale exactly when for every . If expectations are constant, the nonnegative variablehas expectation zero and therefore vanishes almost surely.
New to topics? Read the docs here!