Probability with Martingales
EAN 9780521406055 Priser opdateret 8. oktober 2026 kl. 12.47
Pris
364,95 kr.hos Saxo DK
- Fragt oplyses hos butikken
- På lager
Annoncelink: Vi kan modtage provision, hvis du køber via linket.
-
Saxo DK
364,95 kr.
- Varepris
- 364,95 kr.
- Fragt
- Ikke oplyst
- Levering
- Ikke oplyst
- Lager
- På lager
Om produktet
Beskrivelse fra Saxo DK
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,
Læs mere Vis mindre
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.
Specifikationer
- Mærke
- David Williams
- EAN
- 9780521406055
- Butikker
- Saxo DK
Prisudvikling
Prisen har ikke ændret sig siden 8. oktober, hvor vi begyndte at følge den.
Laveste samlede pris inkl. kendt fragt blandt butikker, der sælger produktet nu.