Probability with Martingales
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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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All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.
List price: $69.99
Copyright year: 1991
Publisher: Cambridge University Press
Publication date: 2/14/1991
Size: 6.25" wide x 9.25" long x 0.75" tall
|A branching-process example|
|An easy strong law: product measure|
|The convergence theorem|
|Martingales bounded in L2|
|Basic properties of CFs|
|The central limit theorem|