Timeline for Doob Martingale: Where is the catch?
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Oct 9, 2015 at 23:09 | comment | added | Brendan McKay | Except that $Y_0$ is not $(n+1)X_0$, it is the constant 0. Now apply Azuma's theorem using all the differences including the very large difference $|Y_1-Y_0|$. (This is much the same as alpoge's comment above.) | |
| Oct 9, 2015 at 18:19 | comment | added | Sriram S | Thanks! I am actually translating a much more complicated situation into a "toy problem" that I have posted. In general, there are no other hypotheses. I still do not see where I went wrong. | |
| Oct 9, 2015 at 17:55 | history | answered | Gerald Edgar | CC BY-SA 3.0 |