Part of the Graduate Texts in Mathematics book series (GTM, volume 40)
In this chapter we consider a natural abstraction of the idea of a fair game in gambling. We shall give several applications of the basic result, the Martingale Convergence Theorem.
KeywordsPositive Measure Fair Game Natural Partition Trivial Partition Martingale Convergence Theorem
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© Springer-Verlag New York Inc. 1976