Probability with Martingales
David Williams
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.
سب زمرہ:
سال:
1991
ناشر کتب:
Cambridge University Press
زبان:
english
صفحات:
265
ISBN 10:
0521406056
ISBN 13:
9780521406055
سیریز:
Cambridge Mathematical Textbooks
فائل:
PDF, 6.47 MB
IPFS:
,
english, 1991