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Probability with martingales

Author: D Williams
Publisher: Cambridge ; New York : Cambridge University Press, r2008, ©1991.
Series: Cambridge mathematical textbooks.
Edition/Format:   Print book : English : 11th printView all editions and formats
Summary:

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  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: D Williams
ISBN: 052140455X 9780521404556 0521406056 9780521406055
OCLC Number: 22625615
Description: xv, 251 pages ; 24 cm.
Contents: pt. A. Foundations. Measure spaces --
Events --
Random variables --
Independence --
Integration --
Expectation --
An easy strong law --
Product measure --
pt. B. Martingale theory. conditional expectation --
Martingales --
The convergence theorem --
Martingales bounded in L² --
Uniform integrability --
UI martingales --
Applications --
pt. C. Characteristic functions. Basic properties of CFs --
Weak convergence --
The central limit theorem.
Series Title: Cambridge mathematical textbooks.
Responsibility: David Williams.
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'... one of the best introductions to Martingale theory.' Monatshefte fur Mathematik "Williams, who writes as though he were reading the reader's mind, does a brilliant job of leaving it all in. Read more...

 
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Primary Entity

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