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Probability with Martingales
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Probability with Martingales Paperback - 1991

by David Williams


From the publisher

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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From the rear cover

The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital role. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction.

Details

  • Title Probability with Martingales
  • Author David Williams
  • Binding Paperback
  • Edition Reprint
  • Pages 265
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press, Cambridge
  • Date 1991-02-14
  • ISBN 9780521406055 / 0521406056
  • Weight 0.9 lbs (0.41 kg)
  • Dimensions 8.9 x 6 x 0.6 in (22.61 x 15.24 x 1.52 cm)
  • Dewey Decimal Code 519.287
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PROBABILITY WITH MARTINGALES

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Probability with Martingales (Cambridge Mathematical Textbooks) Probability with Martingales...
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Probability with Martingales (Cambridge Mathematical Textbooks) Probability with Martingales (Cambridge Mathematical Textbooks) [Paperback] Williams, David

by Williams, David

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Probability with Martingales (Cambridge Mathematical Textbooks)

Probability with Martingales (Cambridge Mathematical Textbooks)

by Williams, David

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Probability with Martingales

Probability with Martingales

by David Williams

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Paperback / softback. New. This key book is a rigorous account which has Doob's theory of martingales in discrete time as its main theme. A distinguishing feature of this study 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 essential to understand the fundamentals.
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Probability with Martingales

Probability with Martingales

by David Williams

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ISBN 10 / ISBN 13
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Paperback / softback. New. This key book is a rigorous account which has Doob's theory of martingales in discrete time as its main theme. A distinguishing feature of this study 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 essential to understand the fundamentals.
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Probability with Martingales

Probability with Martingales

by Williams, David (Statistical Laboratory, University of Cambridge)

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Paperback / softback. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; This key book is a rigorous account which has Doob's theory of martingales in discrete time as its main theme. A distinguishing feature of this study is its determination to keep the probability flowing at a nice tempo. It achieves this
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Probability with Martingales

Probability with Martingales

by David Williams

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Cambridge Univ Pr, 1991. Paperback. New. 272 pages. 9.25x6.25x0.75 inches.
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Probability with Martingales
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Probability with Martingales

by Williams, David

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Probability with Martingales
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Probability with Martingales

by David Williams

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Cambridge University Press CUP , pp. 265 . Papeback. New.
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Probability with Martingales (Cambridge Mathematical Textbooks)
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Probability with Martingales (Cambridge Mathematical Textbooks)

by Williams, David

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Paperback
ISBN 10 / ISBN 13
9780521406055 / 0521406056
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Cambridge University Press, 1991-02-01. Paperback. New. New. In shrink wrap. Looks like an interesting title!
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