## The Annals of Probability

- Ann. Probab.
- Volume 2, Number 1 (1974), 84-89.

### The Martintote

#### Abstract

A martintote is a random sequence such that the asymptotic behavior of the process distribution, conditioned with respect to the past, remains the same along the sequence. In this respect the conditional distributions of a martintote behave similarly to the conditional expectations of a martingale. We give an optional sampling theorem for martintotes and a class of examples.

#### Article information

**Source**

Ann. Probab., Volume 2, Number 1 (1974), 84-89.

**Dates**

First available in Project Euclid: 19 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aop/1176996753

**Digital Object Identifier**

doi:10.1214/aop/1176996753

**Mathematical Reviews number (MathSciNet)**

MR356212

**Zentralblatt MATH identifier**

0275.60067

**JSTOR**

links.jstor.org

**Subjects**

Primary: 60G99: None of the above, but in this section

Secondary: 60G40: Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60]

**Keywords**

none of established catagories Random sequences asymptotics martingale stopping times optional sampling

#### Citation

Greenwood, Priscilla. The Martintote. Ann. Probab. 2 (1974), no. 1, 84--89. doi:10.1214/aop/1176996753. https://projecteuclid.org/euclid.aop/1176996753