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This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.
This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure the
Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior
Apart from new examples and exercises, some simplifications of proofs, minor improvements, and correction of typographical errors, the principal change from the
This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales,
Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a mo
