Williams, David

Probability with Martingales (Cambridge mathematical textbooks)

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ISBN 13:
9780521406055
author:
Williams, David
format:
Paperback
publisher:
Cambridge University Press
language:
English
Publication Year:
1991
Pages:
272
Genre:
Probability & statistics
Condition:
New
Availability:
Item usually sent within 5 working days
£50.70

Description

Probability theory has numerous applications across various fields, including physics, engineering, biology, economics, and social sciences. This book provides a modern and rigorous account of probability, focusing on Doob's theory of martingales in discrete time.

The author presents key results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem using martingale techniques, as well as the Central Limit Theorem via characteristic functions. The book strikes a balance between providing essential information and avoiding unnecessary detail.

With a focus on student learning, this text assumes certain key results from measure theory in the main body of the book, with full proofs provided in appendices. Exercises are an integral part of the learning process, offering interesting and challenging problems to consolidate understanding and motivate further exploration of the subject.

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