On the rate of convergence in the central limit theorem for martingales with discrete and continuous time. Ann. Probab. , to appear. 8. Hall, P., and Heyde, C. C. (1980). Martingale Limit Theory and Its Application.
This volume, with contributions by leading experts in the field, is a collection of lecture notes of the six minicourses given at the IAS/Park City Summer Mathematics Institute.
The volume gives a balanced overview of the current status of probability theory. An extensive bibliography for further study and research is included.
Probability Theory and Applications
Probability Theory and Applications
Probability Theory and Applications
This book is a text for a first course in the mathematical theory of probability for undergraduate students who have the prerequisite of at least two, and better three, semesters of calculus.