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Science/Engineering Probability with Martingales (Cambridge Mathematical Textbooks)

Posted on 2010-03-15




Name:Science/Engineering Probability with Martingales (Cambridge Mathematical Textbooks)
ASIN/ISBN:0521406056
Language:English
File size:4.2 Mb
   Science/Engineering Probability with Martingales (Cambridge Mathematical Textbooks)

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ISBN: 0521406056

Title: Probability with Martingales (Cambridge Mathematical Textbooks)

Author: David Williams

Publisher: Cambridge University Press

Publication Date: 1991-02-22

Number Of Pages: 272

Average Amazon Rating: 4.0

4.2 Mb djvu

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

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