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Probability Theory. Independence, Interchangeability, Martingales.

Probability Theory. Independence, Interchangeability, Martingales.

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  • ISBN:9780387406077
  • Editorial: Springer Verlag
  • Fecha de la edición:
  • Número de la edición: 3
  • Encuadernación:
  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:488
  • Idiomas:Ingles,Inglés

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This textbook, aimed at graduate students and researchers, comprises the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability and martingales, with particular emphasis placed on stopping times, both as tools in providing theorems and as objects of interest themselves. This new edition also contains material on U-statistic, additional theorems and examples and simpler versions of some proofs. No prior knowledge of measure theory is assumed

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