Martingal
Webster's Revised Unabridged Dictionary
F. martingale,; cf. It. martingala, a sort of hose, martingale, Sp. martingala, a greave, cuish, martingale, Sp. almártaga, a kind of bridle
In science:
The proof of Theorem 1 is based on some combination of the resolvent approach with martingal bounds for the variance of the resolvent traces, used before by many authors, in particularly, by Girko (see and references therein).
Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
Var{Tr G(z )} ≤ C/|ℑz |4 , G(z ) = (M − z )−1 , while in the previous papers the martingal method was used only to obtain the bounds of the type Var{Tr G(z )−1 } ≤ nC (z ).
Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
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