{"entities":{"Q1201889":{"pageid":1212638,"ns":120,"title":"Item:Q1201889","lastrevid":69874578,"modified":"2026-04-13T10:55:41Z","type":"item","id":"Q1201889","labels":{"en":{"language":"en","value":"Adaptive prediction and reverse martingales"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 98648"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$AC88B1C4-85C4-496C-9E63-2E377AAF8A30","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e26a6cb39672c0d8efae4876342cd7ee12e2a742","datavalue":{"value":{"text":"Adaptive prediction and reverse martingales","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1201889$09786148-57EA-42A5-8335-AC65E076B1C0","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d4996820ec32f675670b8b9b86b49c9623950e14","datavalue":{"value":"0763.60018","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1201889$65C0A383-765E-4160-80C9-B66F44648B36","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"43c90c7635d129dc0ba93c946e1723f8d1d295bb","datavalue":{"value":"10.1016/0304-4149(92)90059-Y","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1201889$FEA1CCBD-A29E-44D0-8DCF-368E5A0E38E2","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b158ffe77e3f417dbd1c94dd56d03889b4cc7539","datavalue":{"value":{"entity-type":"item","numeric-id":825298,"id":"Q825298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$C9D39A25-2751-43AD-9A9F-F5219D3097F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"97cf66e8c1161b3e8270e41d2ef53b2e3d3a3b12","datavalue":{"value":{"entity-type":"item","numeric-id":1409831,"id":"Q1409831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$6F239BC5-90EC-43BD-A76B-F157A11265CE","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$98063EC2-B0D4-4CCB-AE8E-91BB2D2224BB","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"b0879f591850b4f9f14b2c481d3e08995aa22089","datavalue":{"value":{"time":"+1993-01-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1201889$3BC1AF05-C9FB-4F64-AE47-A4C84259C896","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"8956fa57ccb35731dd093785a3a52caea39bbbb4","datavalue":{"value":"The authors study the following problem: Given \\(t\\) and a stochastic process \\(X\\) one wants to find a good predictor of \\(\\Phi(X_ T)\\) based on the information \\(F^ X_ t\\), where \\(\\Phi\\) is a function and \\(T>t\\). They introduce the notion of a prediction sufficiency. They show that if \\(f(t,X_ t)\\) is a prediction sufficient process with some optimality properties, then \\(f(t,X_ t)\\) is a reverse martingale with respect to the filtration \\(G_ t^ X=\\sigma\\{X_ s:s\\geq t\\}\\). The authors compute the optimal predictor in some examples (diffusion processes, Poisson processes) and give explanations for the irregular behaviour of the optimal predictor in these examples. They finish the paper by giving some information inequalities.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1201889$85A31E75-5300-48BF-A5EF-D593A40B1D20","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"6dcf2f806cc77a4db2a480620ee6a334ccf234d3","datavalue":{"value":"60G25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1201889$0E187D4F-A10A-4C9B-BF48-43DB050E5D23","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1201889$891E1976-A1D0-4648-8BD5-C1CF3DD54D3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1201889$91A28F05-EDCB-4BC3-94E0-C862F15E15B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2d662bd4a0a99fc0600e869450838775f3d287e8","datavalue":{"value":"60J99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1201889$7A4CEF47-F51A-4263-AA7B-7A1E3872E146","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"3b3d031946d3fda5097c3aedf876e9c3b496996f","datavalue":{"value":"98648","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1201889$BBFB2798-FA9C-4104-BEB0-E7C536968BE2","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6ab6091a1bd88452a411fca23ca7431b1eef1fe6","datavalue":{"value":"prediction sufficiency","type":"string"},"datatype":"string"},"type":"statement","id":"Q1201889$4A2B0119-1672-4D20-BAC4-A10F23A74678","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b4f9d5955f6661456a3865ee23d0abe39525ddfb","datavalue":{"value":"reverse martingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q1201889$73730873-12B7-43EB-A3B2-5BE2042BF707","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d1538d6432d9094075ebe7d9f4a576a748367f30","datavalue":{"value":"optimal predictor","type":"string"},"datatype":"string"},"type":"statement","id":"Q1201889$B3425235-5C9C-4047-AA67-E222B5F17F42","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e048c83fc0e90858534aefa434a39cfe305ab6dd","datavalue":{"value":"information inequalities","type":"string"},"datatype":"string"},"type":"statement","id":"Q1201889$79D179A6-2892-4FF1-9C89-E26EE69E3FCC","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"5065a536c26a3fa51b2c8c85eabd37e060164ae6","datavalue":{"value":{"entity-type":"item","numeric-id":180719,"id":"Q180719"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$7DDF0CAE-D430-4DF5-8F06-EB599F6460E3","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$CF2AF0E3-B901-48AF-ABC0-C0EA32EADE28","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"6e2ab34174efad7da5ee1f22ca9e879055c91426","datavalue":{"value":{"entity-type":"item","numeric-id":3273545,"id":"Q3273545"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$1C85AAB6-74D0-4BCF-9464-8C8D2A31350C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1418371f4da52c6a5d7897c03dafae9ca608d176","datavalue":{"value":{"entity-type":"item","numeric-id":1596017,"id":"Q1596017"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$3909FB68-3F9D-4215-8503-1297160A12BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"59ac72d076e1c082badbae80d6b09f552d88b37e","datavalue":{"value":{"entity-type":"item","numeric-id":1161196,"id":"Q1161196"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$60CAC2CE-3590-4D3F-BE32-4A600FF31C96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6b69fc30fb9dd15b4249170f39bc84de55c665b4","datavalue":{"value":{"entity-type":"item","numeric-id":3957683,"id":"Q3957683"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$DD3E6AF8-38B3-43EA-B110-338672327582","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f199283516633495e2dcab656f35da7a5271b6f9","datavalue":{"value":{"entity-type":"item","numeric-id":3823630,"id":"Q3823630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$5CCDD4F9-89A2-44B1-8806-2FCF62F3A8C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"793148220b408384e979005573bf8c3681acd79f","datavalue":{"value":{"entity-type":"item","numeric-id":1085525,"id":"Q1085525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$7CBFC689-03DB-4552-9302-64E3352F62D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"714df250de295b426edb3680bf523949b57e30aa","datavalue":{"value":{"entity-type":"item","numeric-id":4140092,"id":"Q4140092"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$5D680DA1-22B9-4420-ACE9-7D1121177932","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ba64c4e18281d798ae3246192a6d5d43f529d469","datavalue":{"value":{"entity-type":"item","numeric-id":916206,"id":"Q916206"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$12A9FA03-FC2D-44B6-AEFB-71601B03718C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4087d648e8a24dd248744dae3cd44b82337bef70","datavalue":{"value":{"entity-type":"item","numeric-id":5753418,"id":"Q5753418"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$12175E66-4FC0-4003-84C0-87D0AED19066","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"14dd3412ebaaa6065a2ae908ae8348a4b46b65cd","datavalue":{"value":{"entity-type":"item","numeric-id":5184337,"id":"Q5184337"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$A728CB05-1DFC-4597-99D4-9C29339AE860","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6542ea0f3cb32c2a79a8113143313349f566bc11","datavalue":{"value":{"entity-type":"item","numeric-id":1188539,"id":"Q1188539"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$9E15D15D-624D-4F2B-8E82-2DFCF0E3AD4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"412faeebff884147142717d54b5db4ed7adc6efc","datavalue":{"value":{"entity-type":"item","numeric-id":3747485,"id":"Q3747485"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$BFE4A04E-C28E-4034-B7AB-0757A5724E65","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4cac4645f75aaefdeb14a8ae1a7ca7b745d640b5","datavalue":{"value":{"entity-type":"item","numeric-id":1228317,"id":"Q1228317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1201889$BF9359E7-4AA7-47DE-9433-A42EF719B2EA","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"1320bb1a0e1350f1fbc9330973b9431cec154dd6","datavalue":{"value":"https://doi.org/10.1016/0304-4149(92)90059-y","type":"string"},"datatype":"url"},"type":"statement","id":"Q1201889$FFA490C1-9373-4840-9939-F72F589A4868","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"9dc17204909aa81b9991eaf19aa9add99e2a48fe","datavalue":{"value":"W2085786865","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1201889$DC4DEA48-FEEF-4A97-8BCB-2CB62846F09D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e1b8d624cbfe25285fb92cb6aa8d10a371f1f4c","datavalue":{"value":{"entity-type":"item","numeric-id":1372341,"id":"Q1372341"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d1f28bd6a6305ed8088fa74bb20d39398a37abb9","datavalue":{"value":{"amount":"+0.7876147627830505","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1201889$B11AC4D7-2ECE-4B55-8646-48C4C62D3D00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d5b8b6b095aa03da9636cc7fecb0c65a4b5a132e","datavalue":{"value":{"entity-type":"item","numeric-id":4218906,"id":"Q4218906"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d1f28bd6a6305ed8088fa74bb20d39398a37abb9","datavalue":{"value":{"amount":"+0.7876147627830505","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1201889$8CC2F0DB-93D3-4E48-8934-A29D00F74FAF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bc95e25e322805adeb0b6d42e7060e2a85ae9958","datavalue":{"value":{"entity-type":"item","numeric-id":871011,"id":"Q871011"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e59502d072f4c53e7147846b6acf7d72eb43664f","datavalue":{"value":{"amount":"+0.7774549126625061","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1201889$C01745DD-B305-4939-BEFF-009A2423BAF9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fa31f1244699ba531c0024e5f0875ebb75d2c0ab","datavalue":{"value":{"entity-type":"item","numeric-id":4002918,"id":"Q4002918"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ecf0df4615a00adbcc3d4c003a3ea07999321118","datavalue":{"value":{"amount":"+0.7767320275306702","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1201889$EF9F5C29-DD9A-404F-AB27-1F9594512EFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"699d9b1fd018742c6ec8fd1cc4f5c450a295c185","datavalue":{"value":{"entity-type":"item","numeric-id":2352338,"id":"Q2352338"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"60787f2947dbd4121e1a87c17894c3b806595228","datavalue":{"value":{"amount":"+0.7763797640800476","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1201889$090F5DBD-FAD1-4E31-AF3F-10A7446F6EF7","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Adaptive prediction and reverse martingales","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Adaptive_prediction_and_reverse_martingales"}}}}}