#Martingales
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davidrafols.bsky.social
Que sí, que les alertes són útils per evitar desgràcies... on hi hagi previsió. Que a la teva zona està justificadíssim. A la meva, en canvi, no. No entenc que haguem de fotre martingales de la vida (feina, escoles, desplaçaments, hospitals) quan no hi ha risc suficient.
February 12, 2026 at 7:44 AM
kugelblitz.bsky.social
martingales go crazy
February 10, 2026 at 7:29 PM
fishpaws.bsky.social
Y'know I've said it before but since I'm actually looking hardcore for dog supplies rn how come pet stores just won't sell slip leads or martingales anymore but they'll sell prongs and head halters
February 2, 2026 at 10:45 PM
studypartner001.bsky.social
Solutions Manual For Measures Integrals Martingales 2nd Edition By Rene L Schilling
#SolutionsManualForMeasures #MeasuresIntegrals #Martingales #2ndedition #hackedexams

www.hackedexams.com/item/83876/s...
January 30, 2026 at 1:21 PM
peark.es
Speaking of martingales, I think it’s an effective framework for understanding a lot about Trump but especially this administration. And the current retreat on ICE/CBP/DHS may be the lost bet that breaks it.
jamellebouie.net jamelle @jamellebouie.net · 17d
also important not to underestimate the effect on morale a political defeat will have
January 28, 2026 at 12:35 AM
mathpr-bot.bsky.social
Jonathan Pipping-Gam\'on, Abraham J. Wyner: The Blown Lead Paradox: Conditional Laws for the Running Maximum of Binary Doob Martingales https://arxiv.org/abs/2601.18774 https://arxiv.org/pdf/2601.18774 https://arxiv.org/html/2601.18774
January 27, 2026 at 6:40 AM
mraginsky.bsky.social
For Vovk it's further related to game-theoretic (as opposed to probabilistic) martingales.
January 23, 2026 at 8:14 PM
arxivecongnbot.bsky.social
arXiv📈🤖
Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance
By
In 1976, Lai constructed a nontrivial confidence sequence for the mean $\mu$ of a Gaussian distribution with unknown variance $\sigma$. Curiously, he employed both an improper (right Haar) mixture over $\sigma$ and an improper (flat) mixture over $\mu$. Here, we elaborate carefully on the details of his construction, which use generalized nonintegrable martingales and an extended Ville's inequality. While this does yield a sequential t-test, it does not yield an ``e-process'' (due to the nonintegrability of his martingale). In this paper, we develop two new e-processes and confidence sequences for the same setting: one is a test martingale in a reduced filtration, while the other is an e-process in the canonical data filtration. These are respectively obtained by swapping Lai's flat mixture for a Gaussian mixture, and swapping the right Haar mixture over $\sigma$ with the maximum likelihood estimate under the null, as done in universal inference. We also analyze the width of resulting confidence sequences, which have a curious dependence on the error probability $\alpha$. Numerical experiments are provided along the way to compare and contrast the various approaches.
January 19, 2026 at 7:07 PM
paperposterbot.bsky.social
arXiv📈🤖
Testing exchangeability by pairwise betting
By
In this paper, we address the problem of testing exchangeability of a sequence of random variables, $X_1, X_2,\cdots$. This problem has been studied under the recently popular framework of testing by betting. But the mapping of testing problems to game is not one to one: many games can be designed for the same test. Past work established that it is futile to play single game betting on every observation: test martingales in the data filtration are powerless. Two avenues have been explored to circumvent this impossibility: betting in a reduced filtration (wealth is a test martingale in a coarsened filtration), or playing many games in parallel (wealth is an e-process in the data filtration). The former has proved to be difficult to theoretically analyze, while the latter only works for binary or discrete observation spaces. Here, we introduce a different approach that circumvents both drawbacks. We design a new (yet simple) game in which we observe the data sequence in pairs. Despite the fact that betting on individual observations is futile, we show that betting on pairs of observations is not. To elaborate, we prove that our game leads to a nontrivial test martingale, which is interesting because it has been obtained by shrinking the filtration very slightly. We show that our test controls type-1 error despite continuous monitoring, and achieves power one for both binary and continuous observations, under a broad class of alternatives. Due to the shrunk filtration, optional stopping is only allowed at even stopping times, not at odd ones: a relatively minor price. We provide a wide array of simulations that align with our theoretical findings.
January 19, 2026 at 1:36 AM
random-repec-paper.bsky.social
An Inequality for Tail Probabilities of Martingales with Differences Bounded from One Side by V. Bentkus (2003)
IDEAS/RePEc link
to RePEc:spr:jotpro:v:16:y:2003:i:1:d:10.1023_a:1022234622381
ideas.repec.org
January 11, 2026 at 5:50 PM
towzone.bsky.social
Martingales
January 9, 2026 at 3:38 AM
shirazkn.bsky.social
It’s just got such a cool name. I audited a stochastic processes class and enjoyed learning about filtrations and martingales but not markov chains, queuing etc, probably because I prefer continuous stuff to discrete stuff
January 7, 2026 at 3:52 AM
h-spaess.bsky.social
God this is a delightful book. Such a pleasure to read. I thought I was burned out on technical reading after a long year, but this has put the lie to that idea.
A photo of the book Probability with Martingales by David Williams. A mathematics textbook published by Cambridge Mathematical Textbooks
January 2, 2026 at 2:47 AM
lifeisgreyt.bsky.social
I use HarnessLeads instead of martingales. The collars my dogs wear are house collars. I think she does have martingales but not the super fancy greyhound kind. I’m not super fancy. I just can’t abide jangling tags!
January 1, 2026 at 12:44 AM
mathpr-bot.bsky.social
Michael M. Kay: Multi-Dimensional Martingales from Mutual Information https://arxiv.org/abs/2512.16544 https://arxiv.org/pdf/2512.16544 https://arxiv.org/html/2512.16544
December 19, 2025 at 6:40 AM
tarantamocos.bsky.social
Editorial dels diari Ara sobre el dret a l'habitatge despres @gerardpruna.bsky.social publiqui un reportatge sobre les martingales del Fons Vandor i els colivings, i com el Govern Collboni fa deixadesa.
La guerra pel #DretaHabitatge es lliura portal a portal
www.ara.cat/opinio/l-hab...
L'habitatge també és un dret
Tal com passa amb els telèfons mòbils, de vegades cal constatar el que és obvi: el telèfon, a més de per veure pel·lícules i sèries o per fer fotos, també serveix per parlar. Doncs ha arribat el momen...
www.ara.cat
December 16, 2025 at 6:57 AM
mathpr-bot.bsky.social
Marc Arnaudon, Jean-Fran\c{c}ois Chassagneux, Sergey Nadtochiy, Adrien Richou: Martingales On A Euclidean Manifold With A Boundary And Reflected BSDES In Non-Convex Domains https://arxiv.org/abs/2512.13200 https://arxiv.org/pdf/2512.13200 https://arxiv.org/html/2512.13200
December 16, 2025 at 6:40 AM
mathpr-bot.bsky.social
Mattes Mollenhauer, Christian Fiedler: Fuk-Nagaev inequality in smooth Banach spaces: Optimum bounds for distributions of heavy-tailed martingales https://arxiv.org/abs/2512.10012 https://arxiv.org/pdf/2512.10012 https://arxiv.org/html/2512.10012
December 12, 2025 at 6:40 AM
random-repec-paper.bsky.social
Martingales and stochastic integrals in the theory of continuous trading
by Harrison, J. Michael & Pliska, Stanley R. (1981)
IDEAS/RePEc link
to RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260
ideas.repec.org
December 3, 2025 at 6:50 AM
mathap-bot.bsky.social
Gabriele Cassese: Martingales, laminates and minimal Korn inequalities https://arxiv.org/abs/2512.02784 https://arxiv.org/pdf/2512.02784 https://arxiv.org/html/2512.02784
December 3, 2025 at 6:36 AM
norcaleventer.bsky.social
Can we un- normalize putting ponies in sidereins under saddle? It’s so fucking dangerous??
This also goes for riding horses in neck stretchers, German martingales, etc
December 3, 2025 at 1:14 AM
damienbarraudmd.bsky.social
La nature humaine...profiter du système et trouver des martingales à chaque évolution du système.
L'assurance maladie pourrait y mettre son nez tres facilement mais regarde ailleues.
November 27, 2025 at 3:24 PM
unpromptedpizza.bsky.social
Anyone have any choker/collar recommendations for larger necks? Pretty martingales would be a bonus, but not required. (Yes I know i can look at dog ones too but I want recommendations anyway)
November 26, 2025 at 11:17 PM
agileschnauzers.bsky.social
Got new leashes yesterday! New clip leads and new martingales for agility. Daisy isn’t allowed to use her new martingale yet as it is pre-embroidered with her championship (I realized Miri never got hers done so I got both but Daisy hasn’t earned hers yet! Soon!) #schnauzergang #dogsofbluesky
Two schnauzers sitting in front of Brightly colored leashes, two that are purple and yellow, and two that are purple and green
November 25, 2025 at 2:15 PM
pinnedandpenned.bsky.social
martingales my beloved
November 23, 2025 at 5:42 AM