Probability with Martingales
David (Statistical Laboratory, University of Cambridge) Williams
Cambridge University Press, 1991
69,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780521406055
- ISBN-10
- 0521406056
- Publisher
- Cambridge University Press
- Year
- 1991
- Publication date
- 1991-02-14
- Pages
- 265
- Dimensions
- 225x153x14
- Weight
- 390