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• Martingale (probability theory) - Wikipedia, the free encyclopedia

  In probability theory, a martingale is a stochastic process (i.e., a sequence of random variables) such that the conditional expected value of an observation at some time t, given ...

• Martingale (betting system) - Wikipedia, the free encyclopedia

  Originally, martingale referred to a class of betting strategies popular in 18th-century France. The name is not eponymous; and there is no Monsieur Martingale.

• Martingale -- from Wolfram MathWorld

  A sequence of random variates X_0, X_1, ... with finite means such that the conditional expectation of X_(n+1) given X_0, X_1, X_2, ..., X_n is equal to X_n, i.e., <X_(n+1)|X_0 ...

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