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Probability with Martingales
David Williams
€ 52.98
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Description for Probability with Martingales
Paperback. This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory. Num Pages: 265 pages, 3 b/w illus. BIC Classification: PBT. Category: (U) Tertiary Education (US: College). Dimension: 225 x 153 x 14. Weight in Grams: 404. 272 pages, 3 b/w illus. This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory. Cateogry: (U) Tertiary Education (US: College). BIC Classification: PBT. Dimension: 225 x 153 x 14. Weight: 404.
Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is ... Read more
Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is ... Read more
Product Details
Publisher
Cambridge University Press
Number of pages
272
Format
Paperback
Publication date
1991
Condition
New
Number of Pages
265
Place of Publication
Cambridge, United Kingdom
ISBN
9780521406055
SKU
V9780521406055
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-5
Reviews for Probability with Martingales
'… one of the best introductions to Martingale theory.' Monatshefte für Mathematik