Probability with martingales / David Williams.

Author
Williams, D. (David), 1938- [Browse]
Format
Book
Language
English
Εdition
11th print.
Published/​Created
Cambridge ; New York : Cambridge University Press, r2008, ©1991.
Description
xv, 251 pages ; 24 cm

Availability

Copies in the Library

Location Call Number Status Location Service Notes
Engineering Library - Stacks QA274.5 .W54 1991 Browse related items Request
    Lewis Library - Stacks QA274.5 .W54 Browse related items Request

      Details

      Subject(s)
      Series
      Cambridge mathematical textbooks [More in this series]
      Bibliographic references
      Includes bibliographical references (pages 243-245) and index.
      Contents
      • pt. A. Foundations. Measure spaces
      • Events
      • Random variables
      • Independence
      • Integration
      • Expectation
      • An easy strong law
      • Product measure
      • pt. B. Martingale theory. conditional expectation
      • Martingales
      • The convergence theorem
      • Martingales bounded in L²
      • Uniform integrability
      • UI martingales
      • Applications
      • pt. C. Characteristic functions. Basic properties of CFs
      • Weak convergence
      • The central limit theorem.
      ISBN
      • 052140455X ((cased))
      • 9780521404556 ((cased))
      • 0521406056 ((pbk.))
      • 9780521406055 ((pbk.))
      OCLC
      22625615
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