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Probability with martingales

Probability with martingales (13회 대출)

자료유형
단행본
개인저자
Williams, D. (David), 1938-
서명 / 저자사항
Probability with martingales / David Williams.
발행사항
Cambridge ;   New York :   Cambridge University Press,   c1991.  
형태사항
xv, 251 p. ; 24 cm.
총서사항
Cambridge mathematical textbooks
ISBN
052140455X (cased) : 0521406056 (pbk) :
서지주기
Includes bibliographical references (p. 243-245) and index.
일반주제명
Martingales (Mathematics) Probabilities.
000 00861camuu2200241 a 4500
001 000000808865
005 20030326132838
008 910306s1991 enk b 001 0 eng
020 ▼a 052140455X (cased) : ▼c ?0.00 : CIP confirmed
020 ▼a 0521406056 (pbk) : ▼c ?0.95
040 ▼a UKM ▼c UKM ▼d KUK ▼d FPU ▼d LVB ▼d 211009
049 ▼a KUBA ▼l 111239189
082 0 4 ▼a 519.287 ▼2 21
090 ▼a 519.287 ▼b W722p
100 1 ▼a Williams, D. ▼q (David), ▼d 1938-
245 1 0 ▼a Probability with martingales / ▼c David Williams.
260 ▼a Cambridge ; ▼a New York : ▼b Cambridge University Press, ▼c c1991.
300 ▼a xv, 251 p. ; ▼c 24 cm.
440 0 ▼a Cambridge mathematical textbooks
504 ▼a Includes bibliographical references (p. 243-245) and index.
650 0 ▼a Martingales (Mathematics)
650 0 ▼a Probabilities.

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고7층/ 청구기호 519.287 W722p 등록번호 111239189 도서상태 대출가능 반납예정일 예약 서비스 B M
No. 2 소장처 중앙도서관/서고7층/ 청구기호 519.287 W722p 등록번호 111546564 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

1. A branching-process example; Part I. Foundations: 2. Measure spaces; 3. Events; 4. Random variables; 5. Independence; 6. Integration; 7. Expectation; 8. An easy strong law: product measure; Part II. Martingale Theory: 9. Conditional expectation; 10. Martingales; 11. The convergence theorem; 12. Martingales bounded in L2; 13. Uniform integrability; 14. UI martingales; 15. Applications; Part III. Characteristic Functions: 16. Basic properties of CFs; 17. Weak convergence; 18. The central limit theorem; Appendices; Exercises.


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