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Jackson State University - Fall 2012 | ||
Section 26 | ||
 | Probability with Martingales (Cambridge Mathematical Textbooks) (1st Edition) by David Williams Paperback, 251 Pages, Published 1991 ISBN-10: 0-521-40605-6 / 0521406056 ISBN-13: 978-0-521-40605-5 / 9780521406055 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 suc | |