Probability with Martingales ICM Edition - Softcover

Williams, David

Softcover

ISBN 10: 0521170052 ISBN 13: 9780521170055

Publisher: Cambridge University Press, 2010

Synopsis

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.

About this title

Book Description

The author adopts the martingale theory as his main theme in this introduction to the modern theory of probability, which is, perhaps, at a practical level, one of the most useful mathematical theories ever devised.

From the Back 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.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2010
• ISBN 10: 0521170052
• ISBN 13: 9780521170055
• Binding: Paperback
• Language: English