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Book Cover
E-book
Author Williams, D. (David), 1938-

Title Probability with martingales / David Williams
Edition 11th printing
Published Cambridge ; New York : Cambridge University Press, r2008, ©1991
Online access available from:
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Description 1 online resource (xv, 251 pages)
Series Cambridge mathematical textbooks
Cambridge mathematical textbooks
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
Bibliography Includes bibliographical references (pages 243-245) and index
Notes Print version record
Subject Martingales (Mathematics)
Probabilities.
Mathematics.
Models, Statistical
Mathematics
Probability
probability.
mathematics.
applied mathematics.
MATHEMATICS -- Probability & Statistics -- General.
Mathematics
Martingales (Mathematics)
Probabilities
Martingal
Martingaltheorie
Wahrscheinlichkeitsrechnung
Waarschijnlijkheidstheorie.
Martingalen.
Martingales (Mathématiques)
Probabilités.
Form Electronic book
ISBN 9781139648561
113964856X
9780511813658
0511813651