Cambridge University Press
Probability with Martingales (English, David Williams)
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Book Details
| ISBN-13 | 9780521406055 |
| ISBN-10 | 0521406056 |
Product Description
About the Book
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 pr…
ISBN: 9780521406055
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