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# Probability with Martingales

The author adopts the martingale theory as his main theme in this introduction to the modern theory of probability, which is, perhaps, at a practical level, one of the most useful mathematical theories ever devised.

Paperback, 265 pages

Published
February 14th 1991
by Cambridge University Press
(first published 1991)

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## Community Reviews

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I found this to be the best instructional book for those who want to transition from classical to the measure theoretic probability. I am not sure it is the best introductory book for measure theory and Lebesgue ...more

Jun 21, 2011
Joecolelife
rated it
5 of 5 stars
·
review of another edition

Recommended to Joecolelife by:
www.CocoMartini.com

Shelves:
college-textbooks

A Pedagogical Masterpiece

I used this book for self-study after struggling with Billingsley and Chung for months. Williams has a deep love for probability and it comes out rather beautifully in his writing. He gives the various topics just enough attention to maintain the brisk tempo necessary for a first course in measure theoretic probability and his proofs and exposition are on average much clearer than the aforementioned authors'. He has a knack of anticipating the average readers' stumbling ...more

I used this book for self-study after struggling with Billingsley and Chung for months. Williams has a deep love for probability and it comes out rather beautifully in his writing. He gives the various topics just enough attention to maintain the brisk tempo necessary for a first course in measure theoretic probability and his proofs and exposition are on average much clearer than the aforementioned authors'. He has a knack of anticipating the average readers' stumbling ...more

It dares even to laugh at you with ridicolous spoilers, exactly like you would like to drop the read anytime. I never got to see something so childish and unprofessional in a math textbook.

Jun 21, 2011
Joecolelife
rated it
5 of 5 stars

Recommended to Joecolelife by:
www.CocoMartini.com

Shelves:
college-textbooks

As the previous reviewers mentioned, this book is a concise and clear introduction to measure based probability. In contrast to some other reviewers, I like it a lot. The proofs ARE clear, the appendices ARE well placed and the order of presentation MAKES a lot of sense. One caveat is in order: since this book is EXTREMELY concise, one may have to think about the proofs and definitions for a while to digest it. The author does not chew up the material for you.

One more thing: This book is not ju ...more

One more thing: This book is not ju ...more

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## Goodreads is hiring!

*Librarian Note: There is more than one author in the GoodReads database with this name. See this thread for more information.*

David Williams is a Welsh mathematician who works in probability theory. He was educated at Gowerton Grammar School, winning a mathematics scholarship to Jesus College, Oxford, and went on to obtain a DPhil. He held posts at Stanford (1962–63), Durham, Cambridge (1966–69) ...more

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