Probability with Martingales - Paperback

FormatBook

Language English

ISBN-13 / SKU 9780521406055

About this item

by David Williams (Author)

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.

Back Jacket

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.

Number of Pages: 265

Dimensions: 0.6 x 8.9 x 6 IN

Publication Date: February 14, 1991

$112.11

In Stock.