Probability With Martingales
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Probability with Martingales
Author | : David Williams |
Publisher | : Cambridge University Press |
Total Pages | : 274 |
Release | : 1991-02-14 |
Genre | : Mathematics |
ISBN | : 9780521406055 |
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This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.
Probability with Martingales Related Books
Language: en
Pages: 274
Pages: 274
Type: BOOK - Published: 1991-02-14 - Publisher: Cambridge University Press
This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure the
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Apart from new examples and exercises, some simplifications of proofs, minor improvements, and correction of typographical errors, the principal change from the
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Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior
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Type: BOOK - Published: 2005-11-10 - Publisher: Cambridge University Press
This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability.
Language: en
Pages: 274
Pages: 274
Type: BOOK - Published: 1991-02-14 - Publisher: Cambridge University Press
Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a mo