Probability with Martingales
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.
Информация за "Probability with Martingales"
- SKU 9780521406055
- Weight 0.400000
- ISBN 9780521406055
- Вид корица Paperback / softback
- Издателство Cambridge University Press
- Брой страници 265