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Probability with Martingales

(Bog, Paperback / softback, Engelsk)
Forfatter: David (Statistical Laboratory Williams
Probability with Martingales
Forlag: Cambridge University Press

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Beskrivelse

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.

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Alle detaljer

Forlag Cambridge University Press
Forfatter David (Statistical Laboratory Williams
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 14-02-1991
Første udgivelsesår 1991
Illustrationer 3 Line drawings, unspecified
Originalsprog United Kingdom
Sideantal 265
Indbinding Paperback / softback
Forlag Cambridge University Press
Sideoplysninger 265 pages, 3 Line drawings, unspecified
Mål 225 x 153 x 14
ISBN-13 / EAN-13 9780521406055