224 Pages
by
Chapman & Hall
224 Pages
by
Routledge
Also available as eBook on:
Set-Indexed Martingales offers a unique, comprehensive development of a general theory of Martingales indexed by a family of sets. The authors establish-for the first time-an appropriate framework that provides a suitable structure for a theory of Martingales with enough generality to include many interesting examples. Developed from first principles, the theory brings together the theories of... Read more
Introduction
General Theory
Generalities. Predictability. Martingales. Decompositions and Quadratic Variation
Martingale Characterizations. Generalizations of Martingales
Weak Convergence.
Weak Convergence of Set-Indexed Processes
Limit Theorems for Point Processes
Martingale Central Limit Theorems
References
Index.
General Theory
Generalities. Predictability. Martingales. Decompositions and Quadratic Variation
Martingale Characterizations. Generalizations of Martingales
Weak Convergence.
Weak Convergence of Set-Indexed Processes
Limit Theorems for Point Processes
Martingale Central Limit Theorems
References
Index.
Biography
Gail Ivanoff, Professor of Mathematics and Statistics, University of Ottawa, Ontario, Canada. Ely Merzbach, Professor of Mathematics and Computer Science, Bar-Ilan University, Ramat Gan, Israel.
"…a small, elegant volume…This state-of-the-art monograph will be a valuable resource and stimulus for further work in the area."
-Short Book Reviews of the ISI
"I would recommend the book as an excellent introduction to set-indexed martingales. The foundations of the general theory are clearly presented and the reader is led to a point that is close to the current edge of research."
--Simon Harris, University of Bath
