1991, ISBN: 0521406056

[EAN: 9780521406055], Neubuch, [SC: 0.0], [PU: Cambridge University Press], Druck auf Anfrage Neuware - Printed after ordering - Probability theory is nowadays applied in a huge variety o… Mehr…

[EAN: 9780521406055], Neubuch, [SC: 0.0], [PU: Cambridge University Press], Druck auf Anfrage Neuware - Printed after ordering - Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature 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; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital rôle. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction., Books<

ISBN: 9780521406055

This is a masterly introduction to the modern and rigorous theory of probability. The author adopts the martingale theory as his main theme and moves at a lively pace through the subject'… Mehr…

This is a masterly introduction to the modern and rigorous theory of probability. The author adopts the martingale theory as his main theme and moves at a lively pace through the subject's rigorous foundations. Measure theory is introduced and then immediately exploited by being applied to real probability theory. Classical results, such as Kolmogorov's Strong Law of Large Numbers and Three-Series Theorem are proved by martingale techniques. A proof of the Central Limit Theorem is also given. The author's style is entertaining and inimitable with pedagogy to the fore. Exercises play a vital role; there is a full quota of interesting and challenging problems, some with hints. New Textbooks>Trade Paperback>Science>Statistics & Probability>Statistics & Probability, Cambridge University Press Core >1 >T<

ISBN: 9780521406055

Probability With Martingales Paperback New Books, Cambridge University Press