摘要
讨论了概率极限鞅在某种类型的变换之下的几个收敛性质,减弱了文中有关定理的条件,并加强了其结论。
In this paper we discuss several convergence properties of games which become fairer with time under some type of transformation. Some results in Ref. are generalized.
出处
《华中师范大学学报(自然科学版)》
CAS
CSCD
1993年第1期6-9,共4页
Journal of Central China Normal University:Natural Sciences
关键词
鞅变换
拟鞅
有限鞅
概率极限鞅
martingale transformation
quasi-martingale
limit martingale
asymptotic martingale
games which become fairer with time