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Probability with Martingales
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kr 45
Probability with Martingales
Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob''s theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov''s Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature 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; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital rôle. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction.
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Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob''s theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov''s Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature 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; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital rôle. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction.
Produktdetaljer
Sprog: Engelsk
Sider: 265
ISBN-13: 9780521406055
Indbinding: Paperback
Udgave:
ISBN-10: 0521406056
Udg. Dato: 14 feb 1991
Længde: 14mm
Bredde: 225mm
Højde: 153mm
Oplagsdato: 14 feb 1991
Forfatter(e) David Williams, David (Statistical Laboratory Williams


Kategori Sandsynlighedsregning og statistik


Sprog Engelsk


Indbinding Paperback


Sider 265


Udgave


Længde 14mm


Bredde 225mm


Højde 153mm


Udg. Dato 14 feb 1991


Oplagsdato 14 feb 1991

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