Probability Theory: Independence, Interchangeability, Martingales (Springer Texts in Statistics)

ISBN: 0387406077

Category: Technical

Tag: Science/Engineering


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Yuan Shih Chow, Henry Teicher,"Probability Theory: Independence, Interchangeability, Martingales"

Springer | October 17, 2003 | PDF | ISBN: 0387406077 | 488 pages | 1.6mb

This is a text comprising the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability,and martingales; particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves.

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