Abstract
We will treat what many would regard as the most important type of random sequence, for it is both intrinsically natural and also a tool for treating other topics in probability. Martingales are particularly important in the study of Markov sequences and Markov processes, as will be seen later in this book.
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Fristedt, B., Gray, L. (1997). Martingales. In: A Modern Approach to Probability Theory. Probability and its Applications. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4899-2837-5_24
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DOI: https://doi.org/10.1007/978-1-4899-2837-5_24
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4899-2839-9
Online ISBN: 978-1-4899-2837-5
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