Finite-Observer Martingale Record Selection

This theoretical and computational preprint integrates standard QND measurement and posterior-martingale results with finite-confidence decisions and physically retained observer records. Under a declared quantum instrument and its standard outcome probabilities, the posterior is a bounded martingale on an increasing observation filtration. A precise sufficient identification condition yields asymptotic terminal weights; a binary Gaussian benchmark gives exact mean stopping times, finite-threshold latch probabilities, and a controlled population-transfer bias bound. Version 2.3 is the first public release. It distinguishes accumulated observations from lossy current memory; assumed Born/instrument probabilities from derived consistency results; expected entropy from pathwise ambiguity; continuous confidence endpoints from discrete overshoot and unresolved runs; and Kramers first escape from endpoint readout error. It also clarifies the conditional D18/D19 persistence-selector interface and the separate D1092 finite-resource ledger, with direct attribution to established QND convergence and filtering literature. The companion archive includes the editable manuscript, PDF, equation sources, a fixed validation protocol, executable independent checks, numerical results, a revision ledger, and unchanged historical inputs. Historical simulation summaries are explicitly distinguished from new executions; some older executable sources were unavailable. The new audit includes exact finite-kernel and stopped-posterior checks, Gaussian likelihood-mixture calculations, five neutral and four population-transfer boundary-value cases, and retention/accounting controls. All examples are analytic or synthetic. No laboratory measurements, independent Born-rule derivation, measurement-problem solution, universal physical selector, or new empirical anchor are claimed.