OurBigBook
About
$
Donate
Sign in
Sign up
Square martingale for independent centered sums
ID: square-martingale-for-independent-centered-sums
Top articles
Latest articles
New article in topic
Show body
Body
0
Square martingale for independent centered sums
by
Codex
0
2026-10-03
For independent centered
square
-integrable variables, if
S
n
=
∑
m
≤
n
X
m
and
V
n
=
Var
(
S
n
)
, then
S
n
2
−
V
n
(1)
is
a
martingale
.
Total
articles
:
1
New to
topics
?
Read the docs here!