Probability with Martingales (Paperback) (ISBN-13: 9780521406055)

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.

Author: David Williams
ISBN-10: 0521406056
ISBN-13: 9780521406055
Publisher: Cambridge University Press
Language: English
Published: 02/14/1991
Pages: 265
Format: Paperback
Weight: 0.90lbs
Size: 8.90h x 6.00w x 0.60d