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Probability with Martingales (Cambridge Mathematical Textbooks) by David Williams, Williams, David is a mathematics available to read on EtoBox.

What is Probability with Martingales (Cambridge Mathematical Textbooks) about?

This is a masterly introduction to the modern and rigorous theory of probability. The author adopts the martingale theory as his main theme and moves at a lively pace through the subject's rigorous foundations. Measure theory is introduced and then immediately exploited by being applied to real probability theory. Classical results, such as Kolmogorov's Strong Law of Large Numbers and Three-Series Theorem are proved by martingale techniques. A proof of the Central Limit Theorem is also given. The author's style is entertaining and inimitable with pedagogy to the fore. Exercises play a vital role; there is a full quota of interesting and challenging problems, some with hints.

Who reads Probability with Martingales (Cambridge Mathematical Textbooks)?

Author

David Williams, Williams, David

Publisher

Cambridge ; Cambridge University Press, c1991.

Published

1991

Language

EN

ISBN

9780521404556

Category

mathematics

Subjects

Mathematics, Stem

Rating

4.17 / 5 (35 ratings)

Updated

2026-03-14