9780521406055-0521406056-Probability with Martingales (Cambridge Mathematical Textbooks)

Probability with Martingales (Cambridge Mathematical Textbooks)

ISBN-13: 9780521406055
ISBN-10: 0521406056
Edition: 1
Author: Williams, David
Publication date: 1991
Publisher: Cambridge University Press
Format: Paperback 251 pages
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Book details

ISBN-13: 9780521406055
ISBN-10: 0521406056
Edition: 1
Author: Williams, David
Publication date: 1991
Publisher: Cambridge University Press
Format: Paperback 251 pages

Summary

Acknowledged authors Williams, David wrote Probability with Martingales (Cambridge Mathematical Textbooks) comprising 251 pages back in 1991. Textbook and eTextbook are published under ISBN 0521406056 and 9780521406055. Since then Probability with Martingales (Cambridge Mathematical Textbooks) textbook was available to sell back to BooksRun online for the top buyback price of $ 22.66 or rent at the marketplace.

Description

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.

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