Probability with Martingales

Williams, David (Statistical Laboratory

Omschrijving

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.
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Schrijver
Williams, David (Statistical Laboratory
Titel
Probability with Martingales
Uitgever
Cambridge University Press
Jaar
1991
Taal
Engels
Pagina's
265
Gewicht
396 gr
EAN
9780521406055
Afmetingen
228 x 152 x 15 mm
Bindwijze
Paperback / softback

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