The Splendors and Miseries of Martingales by Laurent Mazliak,... - 9783031059902
£82.97
The Splendors and Miseries of MartingalesTheir History from the Casino to Mathematics\nAuthor(s): Laurent Mazliak, Glenn Shafer\nFormat: Paperback\nPublisher: Birkhauser Verlag AG, Switzerland\nImprint: Birkhauser Verlag AG\nISBN-13: 9783031059902, 978-3031059902\nSynopsis\nOver the past eighty years, martingales have become central in the mathematics of randomness. They appear in the general theory of stochastic processes, in the algorithmic theory of randomness, and in some branches of mathematical statistics. Yet little has been written about the history of this evolution. This book explores some of the territory that the history of the concept of martingales has transformed.\n\nThe historian of martingales faces an immense task. We can find traces of martingale thinking at the very beginning of probability theory, because this theory was related to gambling, and the evolution of a gamblers holdings as a result of following a particular strategy can always be understood as a marti.
The Splendors and Miseries of Martingales by Laurent Mazliak,... - 9783031059902
The Splendors and Miseries of MartingalesTheir History from the Casino to Mathematics\nAuthor(s): Laurent Mazliak, Glenn Shafer\nFormat: Paperback\nPublisher: Birkhauser Verlag AG, Switzerland\nImprint: Birkhauser Verlag AG\nISBN-13: 9783031059902, 978-3031059902\nSynopsis\nOver the past eighty years, martingales have become central in the mathematics of randomness. They appear in the general theory of stochastic processes, in the algorithmic theory of randomness, and in some branches of mathematical statistics. Yet little has been written about the history of this evolution. This book explores some of the territory that the history of the concept of martingales has transformed.\n\nThe historian of martingales faces an immense task. We can find traces of martingale thinking at the very beginning of probability theory, because this theory was related to gambling, and the evolution of a gamblers holdings as a result of following a particular strategy can always be understood as a marti.
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