Martingale difference sequence

In probability theory, a martingale difference sequence (MDS) is related to the concept of the martingale. A stochastic series X is an MDS if its expectation with respect to the past is zero. Formally, consider an adapted sequence $\{X_t, \mathcal{F}_t\}_{-\infty}^{\infty}$ on a probability space $(\Omega, \mathcal{F}, \mathbb{P})$ . $X_t$ is an MDS if it satisfies the following two conditions:

单词	Martingale difference sequence
释义	Martingale difference sequence 英语百科 Martingale difference sequence In probability theory, a martingale difference sequence (MDS) is related to the concept of the martingale. A stochastic series X is an MDS if its expectation with respect to the past is zero. Formally, consider an adapted sequence $\{X_t, \mathcal{F}_t\}_{-\infty}^{\infty}$ on a probability space $(\Omega, \mathcal{F}, \mathbb{P})$ . $X_t$ is an MDS if it satisfies the following two conditions:
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