Unverified50% confidenceFactExact time
The core idea of the product betting martingale is to choose a predictable betting function such that the expectation of the product martingale does not exceed 1, and then apply Ville's inequality to obtain that the probability of exceeding 1/α is at most α.
1
Sources
50%
Confidence
Long-term
Relevance
10/19/2026
First Seen
Sources
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