3295

Williams, D1938-(David)

11th printing

Cambridge University Press

r2008, c1991

xv, 251 p. 24 cm

Cambridge mathematical textbooks

Includes bibliographical references (p. 243-245) and index. , pt. A. Foundations. Measure spaces -- Events -- Random variables -- Independence -- Integration -- Expectation -- An easy strong law -- Product measure -- pt. B. Martingale theory. conditional expectation -- Martingales -- The convergence theorem -- Martingales bounded in L² -- Uniform integrability -- UI martingales -- Applications -- pt. C. Characteristic functions. Basic properties of CFs -- Weak convergence -- The central limit theorem.