Aug. 31st, 2005

Martingale

Aug. 31st, 2005 08:18 am
synchcola: (Default)
Hehe ^_^ I was reading a paper about an "erasure" code which could be encoded and decoded in real time, and it said, "This assumption can be shown to change the analysis by arbitrarily small quantities, and these changes can be dealt with using an appropriate martingale argument, see e.g., Section 2.3."

So I looked at that section, because "martingale argument," but all it said was that "We utilize an edge exposure martingale to show that the number of trees of each shape is close to its expectation with high probability." That's all; "We first use a martingale..."

And it was very pleasant to imagine the author really had trained a martingale as part of the proof. (Of course, in the real world, a martingale is at best a heuristic.)

I took "The Probabilistic Method" out of the libary so I could find out what martingales were. Yeah, so I think the culture that Ashes comes from is, or used to be, distrustful of sorcery (except the cleric kind) and of thieves too. He would have been studying magic secretly. Hmm~

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