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unusual facts about Martingale



Azuma's inequality

In probability theory, the Azuma–Hoeffding inequality (named after Kazuoki Azuma and Wassily Hoeffding) gives a concentration result for the values of martingales that have bounded differences.

Galahad Threepwood

One particularly embarrassing story concerns Sir Gregory Parsloe-Parsloe and prawns, though we never learn many details of the incident, other than that it took place at Ascot, "the year Martingale won the Gold Cup".

Gregory Parsloe-Parsloe

Sometime in the late 'nineties (the exact year is uncertain), he stole Lord Burper's false teeth and pawned them at a shop on the Edgware Road; he was also involved in a mysterious incident revolving around the shellfish known as prawns, of which little is known, save that it took place at Ascot, "the year Martingale won the Gold Cup".


see also