submartingale

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noun

A stochastic process for which the conditional expectation of future values given the sequence of all prior values is superior or equal to its current value.

“If a gambler repeatedly plays a game with positive expectation, his payoff over time is a submartingale.”

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Meanings

nounsubmartingale (plural submartingales)

plural submartingales

  1. mathematicsA stochastic process for which the conditional expectation of future values given the sequence of all prior values is superior or equal to its current value.

    If a gambler repeatedly plays a game with positive expectation, his payoff over time is a submartingale.

Origin

From sub- + martingale.

Full word history & related roots →
Cite this entry
APA

submartingale. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/submartingale

MLA

“submartingale.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/submartingale. Accessed November 3, 2026.

Chicago

WatkinsX Dictionary, s.v. “submartingale,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/submartingale.

Source: submartingale on Wiktionary, CC BY-SA 4.0.