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Probability with Martingales

4.2

189.67  Lei 223.14  Lei

sau 18967 de puncte. Detalii.

Livrare in 15 zile lucratoare

Cod: BRT9780521406055

An aparitie: 1991

Autor: David Williams

Categoria: General

Editie: necartonata

Editura: CAMBRIDGE UNIVERSITY PRESS

Format: 228 x 152 x 17 mm

Limba: English

Nr. pagini: 265



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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 role. 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.

Cartea Probability with Martingales face parte din categoria General a librariei online Libris.ro si este scrisa de David Williams.
Livrarea se face din stocul furnizorului nostru din UK in aproximativ 15 zile lucratoare. Transportul este gratuit prin curier rapid, oriunde in Romania, pentru orice comanda de minimum 50 de lei. Pentru orice solicitare sau informatie suplimentara apelati call center-ul Libris de luni pana vineri intre orele 8-20.


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