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Princeton University Library Catalog
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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
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Lewis Library - Stacks
QA274.5 .W54
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Details
Subject(s)
Martingales (Mathematics)
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Probabilities
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Mathematics
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Series
Cambridge mathematical textbooks
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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.
Show 15 more Contents items
ISBN
052140455X ((cased))
9780521404556 ((cased))
0521406056 ((pbk.))
9780521406055 ((pbk.))
OCLC
22625615
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Probability with martingales / David Williams.
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SCSB-8528411