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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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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

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.

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*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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