Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior

This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure the

Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochas

This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time propert

Comprising the major theorems of probability theory and the measure theoretical foundations of the subject, the main topics treated here are independence, inter