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(Ebook) Probability with martingales by Williams, David ISBN 9780521406055, 0521406056

  • SKU: EBN-7167404
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4.5

35 reviews
Instant download (eBook) Probability with martingales after payment.
Authors:Williams, David
Pages:251 pages.
Year:2014
Editon:17th print.
Publisher:Cambridge University Press
Language:english
File Size:7.42 MB
Format:pdf
ISBNS:9780521406055, 0521406056
Categories: Ebooks

Product desciption

(Ebook) Probability with martingales by Williams, David ISBN 9780521406055, 0521406056

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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