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pen (谢谢你) 于 (Mon Aug 28 23:28:01 2006) 提到: http://www.wilmott.com/messageview.cfm?catid=8&threadid=11322&STARTPAGE=1&FTVAR_MSGDBTABLE=
These are two different notions
Markov processes are random processes that have no memory. Whereas
martingales have their
average value constant in a strong sense.
1. A biased coin (scoring +1 for H, -1 for T). Not a martingale, but still
markov.
2. Now you have a fair coin but more complex rules:
if your previous thro
