A supermartingale is a type of stochastic process that generalizes the concept of a martingale, where the expected future value of the process is less than or equal to its current value, conditioned on past information. This means that, on average, the process tends to decrease over time, making it useful for modeling scenarios where a variable tends to drift downwards. Supermartingales play a significant role in probability theory and have applications in areas such as finance and game theory.
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