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 variable
has expectation zero and therefore vanishes almost surely.

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