Talk:supermartingale
This definition is incorrect. The reverse is true: in a supermartingale, the random variables are smaller in expectation than the previous ones. E.g. see the wikipedia entry on "Martingale."
This definition is incorrect. The reverse is true: in a supermartingale, the random variables are smaller in expectation than the previous ones. E.g. see the wikipedia entry on "Martingale."