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Language: en
Pages: 274
Pages: 274
Type: BOOK - Published: 1991-02-14 - Publisher: Cambridge University Press
This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure the
Language: en
Pages: 483
Pages: 483
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
Apart from new examples and exercises, some simplifications of proofs, minor improvements, and correction of typographical errors, the principal change from the
Language: en
Pages: 320
Pages: 320
Type: BOOK - Published: 2014-07-10 - Publisher: Academic Press
Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior
Language: en
Pages: 242
Pages: 242
Type: BOOK - Published: 2007 - Publisher: American Mathematical Soc.
This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at
Language: en
Pages: 404
Pages: 404
Type: BOOK - Published: 2005-11-10 - Publisher: Cambridge University Press
This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability.