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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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Origin: Spain
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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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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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