Probability with Martingales

Probability with Martingales by David Williams

This is a masterly introduction to the modern and rigorous theory of probability. The author adopts the martingale theory as his main theme and moves at a lively pace through the subject's rigorous foundations. Measure theory is introduced and then immediately exploited by being applied to real probability theory. Classical results, such as Kolmogorov's Strong Law of Large Numbers and Three-Series Theorem are proved by martingale techniques. A proof of the Central Limit Theorem is also given. The author's style is entertaining and inimitable with pedagogy to the fore. Exercises play a vital role; there is a full quota of interesting and challenging problems, some with hints.

'… one of the best introductions to Martingale theory' Monatshefte für Mathematik

SKU	Unavailable
ISBN 13	9780521406055
ISBN 10	0521406056
Title	Probability with Martingales
Author	David Williams
Condition	Unavailable
Binding Type	Paperback
Publisher	Cambridge University Press
Year published	1991-02-14
Number of pages	265
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable