Probability with Martingales

Probability with Martingales DAVID, Ph.D. Williams

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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Specificaties

ISBN
9780521406055
Uitgever
Cambridge University Press
Druk
1e
Verschenen
01-01-1991
Taal
Engels
Bladzijden
265 pp.
Bindwijze
Paperback
Genre
Nederlandstalige literatuur

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