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This key book is a rigorous account which has Doob's theory of martingales in discrete time as its main theme. A distinguishing feature of this study 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.
- Format: Pocket
- ISBN: 9780521406055
- Språk: Engelska
- Antal sidor: 265
- Utgivningsdatum: 1991-02-14
- Förlag: Cambridge University Press