Probability with Martingales (Cambridge Mathematical Textbooks)
Product details
| Management number | 231714335 | Release Date | 2026/06/18 | List Price | $13.69 | Model Number | 231714335 | ||
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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. Read more
| ISBN10 | 0521406056 |
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| ISBN13 | 978-0521406055 |
| Edition | 1st |
| Language | English |
| Publisher | Cambridge University Press |
| Dimensions | 6.25 x 0.75 x 9.25 inches |
| Item Weight | 14.5 ounces |
| Print length | 251 pages |
| Part of series | Cambridge Mathematical Textbooks |
| Publication date | February 22, 1991 |
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Probability & Statistics
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