Word Pronunciation & Dictionary

supermartingale

Word Rarity Very rare

Frequency: Zipf frequency 0.00 in modern English

Syllables: su-per-martin-gale
IPA

20

Scrabble Score

15

Letters

4

Syllables

12

Unique Chars

Meaning

noun

A stochastic process for which the conditional expectation of future values given the sequence of all prior values is bounded above by the current value.

Example Sentences

"If a gambler repeatedly plays a game with negative expectation, his payoff over time is a supermartingale."
"With these assumptions, something amazing occurs: Euler inequality (1.3.3) implies that the marginal utility of consumption is a nonnegative supermartingale. [emphasis in original]"

Etymology

From super- + martingale.

Word Breakdown

Prefix: super

Inflected Forms

supermartingales (plural)

Questions

What does supermartingale mean?: A stochastic process for which the conditional expectation of future values given the sequence of all prior values is bounded above by the current value.
Where does supermartingale come from?: From super- + martingale.

How to pronounce supermartingale

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