Probability with Martingales

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9780521406055: Probability with Martingales

Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital rôle. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction.

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Recensione:

'… one of the best introductions to Martingale theory.' Monatshefte für Mathematik

Descrizione del libro:

This key book is a rigorous account which has Doob's theory of martingales in discrete time as its main theme. A distinguishing feature of this study is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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1.

David Williams
Editore: Cambridge University Press (1991)
ISBN 10: 0521406056 ISBN 13: 9780521406055
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Descrizione libro Cambridge University Press, 1991. Paperback. Condizione libro: New. Codice libro della libreria SONG0521406056

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David Williams
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (1991)
ISBN 10: 0521406056 ISBN 13: 9780521406055
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 1991. Paperback. Condizione libro: New. 226 x 150 mm. Language: English . Brand New Book. Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob s theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov s Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital role. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction. Codice libro della libreria AAA9780521406055

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3.

David Williams
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (1991)
ISBN 10: 0521406056 ISBN 13: 9780521406055
Nuovi Paperback Quantità: 10
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(London, Regno Unito)
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 1991. Paperback. Condizione libro: New. 226 x 150 mm. Language: English . Brand New Book. Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob s theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov s Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital role. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction. Codice libro della libreria AAA9780521406055

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4.

David Williams
Editore: Cambridge University Press 1991-02-14, Cambridge (1991)
ISBN 10: 0521406056 ISBN 13: 9780521406055
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Descrizione libro Cambridge University Press 1991-02-14, Cambridge, 1991. paperback. Condizione libro: New. Codice libro della libreria 9780521406055

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David Williams
ISBN 10: 0521406056 ISBN 13: 9780521406055
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Descrizione libro Paperback. Condizione libro: New. Not Signed; Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results suc. book. Codice libro della libreria ria9780521406055_rkm

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Williams, David
Editore: Cambridge University Press (1991)
ISBN 10: 0521406056 ISBN 13: 9780521406055
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Descrizione libro Cambridge University Press, 1991. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FM-9780521406055

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Williams
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Descrizione libro Cambridge University Press, 1991. Condizione libro: New. Codice libro della libreria EH9780521406055

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Descrizione libro Cambridge University Press. Condizione libro: Brand New. Dispatch Same Working Day, (Delivery 2-4 business days, Courier For Heavy/Expensive Items) Money Back Guarantee, Prompt Customer Service. Codice libro della libreria 42152769

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David Williams
Editore: Cambridge University Pr. Jan 2005 (2005)
ISBN 10: 0521406056 ISBN 13: 9780521406055
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Descrizione libro Cambridge University Pr. Jan 2005, 2005. Taschenbuch. Condizione libro: Neu. 298x210x5 mm. Neuware - Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital rôle. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction. 272 pp. Englisch. Codice libro della libreria 9780521406055

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David Williams
Editore: Cambridge University Press (1991)
ISBN 10: 0521406056 ISBN 13: 9780521406055
Nuovi Paperback Quantità: 1
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(Rumford, ME, U.S.A.)
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Descrizione libro Cambridge University Press, 1991. Paperback. Condizione libro: New. book. Codice libro della libreria 0521406056

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