"To play the martingale is to always bet all that was lost.”
— Acad́emie Française, Dictionnaire de l’Acad́emie Fraņcoise, Paris,
Veuve Brunet, quatri`eme ́edition, 1762.
Random variables, expectation and integration, Borel-Cantelli
lemmas, independence, sums of independent random variables, strong
law of large numbers, convergence in distribution, central limit
theorem, infinitely divisible distributions.