ENGLISH

Probability with Martingales

By David Williams

Book information

Publisher
Cambridge University Press
Year
1991
ISBN
0521406056, 9780521406055
LCC
QA274.5 .W550
Language
english
Format
DJVU
Filesize
4 MB (3904648 bytes)
Series
Cambridge Mathematical Textbooks
Pages
251\266
Orientation
no
Scanned
yes
Time added
2011-08-31 04:54:40

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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