Probability with martingales
Williams, David
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.
Thể loại:
Năm:
2014
In lần thứ:
17th print.
Nhà xuát bản:
Cambridge University Press
Ngôn ngữ:
english
Trang:
251
ISBN 10:
0521406056
ISBN 13:
9780521406055
Loạt:
Cambridge Mathematical Textbooks.
File:
PDF, 7.42 MB
IPFS:
,
english, 2014