Probability with Martingales

by David Williams

Book Overview

Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic...

• Format: Paperback
• Language: English
• ISBN: 0521406056
• ISBN13: 9780521406055
• Release Date: February 1991
• Publisher: Cambridge University Press
• Length: 265 Pages
• Weight: 0.80 lbs.
• Dimensions: 0.6" x 6.0" x 8.9"