noun ·Rare ·Advanced level

Definitions

Noun

1. 1
   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.

   "If a gambler repeatedly plays a game with negative expectation, his payoff over time is a supermartingale."

Example

More examples

"If a gambler repeatedly plays a game with negative expectation, his payoff over time is a supermartingale."

Etymology

From super- + martingale.

Data sourced from Wiktionary, WordNet, CMU, and other open linguistic databases. Updated March 2026.