Probability with Martingales

David Williams

ISBN 10: 0521406056 / ISBN 13: 9780521406055

Published by Cambridge University Press, 1991

About this Item

1991. 1st Edition. Paperback. This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory. Num Pages: 265 pages, 3 b/w illus. BIC Classification: PBT. Category: (U) Tertiary Education (US: College). Dimension: 225 x 153 x 14. Weight in Grams: 404. 272 pages, 3 b/w illus. This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory. Cateogry: (U) Tertiary Education (US: College). BIC Classification: PBT. Dimension: 225 x 153 x 14. Weight: 404. . . . . .

Seller Inventory # V9780521406055

Bibliographic Details

• Title: Probability with Martingales
• Publisher: Cambridge University Press
• Publication Date: 1991
• Language: English
• ISBN 10: 0521406056
• ISBN 13: 9780521406055
• Binding: Soft cover
• Edition: 1st Edition
• Condition: New

About this title

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.

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.