https://dudusoar.github.io/tags/martingale/Recent content in Martingale on Yuchen DuHugo -- 0.164.0en-usFri, 17 Jul 2026 00:00:00 +0000https://dudusoar.github.io/posts/stochastic-approximation/16-square-error-as-energy/Fri, 17 Jul 2026 00:00:00 +0000https://dudusoar.github.io/posts/stochastic-approximation/16-square-error-as-energy/The Dvoretzky proof tracks squared error, shows that its positive drift is summable, and rules out a positive limiting energy.https://dudusoar.github.io/posts/stochastic-approximation/22-two-proof-routes-to-dvoretzky-convergence/Fri, 17 Jul 2026 00:00:00 +0000https://dudusoar.github.io/posts/stochastic-approximation/22-two-proof-routes-to-dvoretzky-convergence/Expectation and variance explain distributional concentration; the energy and martingale route proves almost-sure convergence.