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Probability with Martingales Williams, David (Statistical Laboratory, University of Cambridge)
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Probability with Martingales
Williams, David (Statistical Laboratory, University of Cambridge)
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.
265 pages, 3 b/w illus.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | February 14, 1991 |
| ISBN13 | 9780521406055 |
| Publishers | Cambridge University Press |
| Pages | 265 |
| Dimensions | 153 × 225 × 14 mm · 390 g |
| Language | English |
