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portada Probability With Martingales Paperback (Cambridge Mathematical Textbooks)
Type
Physical Book
Author
Publisher
Year
1991
Language
English
Pages
251
Format
Paperback
Dimensions
22.6 x 15.2 x 1.5 cm
Weight
0.41 kg.
ISBN
0521406056
ISBN13
9780521406055
Edition No.
1
Categories

Probability With Martingales Paperback (Cambridge Mathematical Textbooks)

David Williams (Author) · Cambridge University Press · Paperback

Probability With Martingales Paperback (Cambridge Mathematical Textbooks) - Williams, David

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Synopsis "Probability With Martingales Paperback (Cambridge Mathematical Textbooks) "

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.

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