Unformatted text preview: l there. Martingale theory wasn’t invented in 1933, when the book ﬁrst appeared. A landmark in the history of probability. Lamperti, J. Probability: A Survey of the Mathematical Theory Concise and elegant. Insightful discussion of the ideas leading to the law of the iterated logarithm. Lo` ve, M. e Probability Theory The classic text on probability. I refer to it occasionally. The latest edition comes in two volumes. Pollard, D. Convergence of Stochastic Processes I will borrow (with modiﬁcations) some material from Chapter III for weak convergence and the centr...
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- Spring '09
- Probability, Probability theory, martingales, Feller, David Pollard, Mathematical Theory Concise