--- product_id: 333438484 title: "Cambridge University Press Probability with Martingales" price: "Β£84.07" currency: GBP in_stock: true reviews_count: 5 url: https://www.desertcart.co.uk/products/333438484-cambridge-university-press-probability-with-martingales store_origin: GB region: United Kingdom --- # Rigorous martingale theory focus Challenging exercises with hints Selective, fast-paced learning Cambridge University Press Probability with Martingales **Price:** Β£84.07 **Availability:** βœ… In Stock ## Summary > πŸ“ˆ Elevate your probability game with the definitive martingale guide! ## Quick Answers - **What is this?** Cambridge University Press Probability with Martingales - **How much does it cost?** Β£84.07 with free shipping - **Is it available?** Yes, in stock and ready to ship - **Where can I buy it?** [www.desertcart.co.uk](https://www.desertcart.co.uk/products/333438484-cambridge-university-press-probability-with-martingales) ## Best For - Customers looking for quality international products ## Why This Product - Free international shipping included - Worldwide delivery with tracking - 15-day hassle-free returns ## Key Features - β€’ **Trusted Academic Resource:** Class-tested over years and highly rated by professionals and students alike. - β€’ **Self-Contained & Accessible:** Includes full measure-theoretic proofs in appendices for a complete understanding. - β€’ **Streamlined Learning Experience:** Selective content keeps concepts flowing smoothly without overwhelming detail. - β€’ **Engaging & Challenging Exercises:** Thoughtfully designed problems with hints to solidify and extend your knowledge. - β€’ **Master Martingales with Precision:** Dive deep into Doob's discrete-time martingale theory, the backbone of modern probability. ## Overview Probability with Martingales by Cambridge University Press offers a modern, rigorous introduction to probability theory centered on martingale techniques. Designed for students, it balances depth and accessibility with selective content, full proofs, and challenging exercises. Ideal for professionals and academics seeking a clear, engaging foundation in probability. ## Description Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital rΓ΄le. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction. Review: A great book - I had somehow studied the topic(s) during university and read that book a few years later, working as an engineer. I am not a professional mathematician. This book was quite a thrill, it really tied the pieces together and I believe I have a much deeper understanding after reading it. The lively aspect, I would say, manifests itself in that the examples chosen really drum up interest and the conciseness allows one to have an overview. It's fairly accessible, proofs included - and even if not, any hole can easily be bridged with the help of stack/mathoverflow nowadays. Some exercises are hard though, but then again it's alright, it's not the book on continuous processes from the same author! Review: Excellent book - This book is extraordinary, beautiful and clear exposition, thoughtfully chosen exercies which increase the understand of the topic instead of just moving the reader through the list on autopilot (which many textbooks unfortunaltely do). My research is mainly in PDEs and Harmonic Analysis, and this book was one of my first (proper) introduction to martingales. Based on my own experience, this is an excellent introduction for anyone starting on probability and martingale theory. I simply can't recommend this book enough. ## Features - New - Mint Condition - Dispatch same day for order received before 12 noon - Guaranteed packaging - No quibbles returns ## Technical Specifications | Specification | Value | |---------------|-------| | Best Sellers Rank | #135,097 in Books ( See Top 100 in Books ) #358 in Applied Mathematics #20,775 in Higher & Continuing Education Textbooks | | Customer Reviews | 4.6 out of 5 stars 54 Reviews | ## Images ![Cambridge University Press Probability with Martingales - Image 1](https://m.media-amazon.com/images/I/611pGmI4D6L.jpg) ## Customer Reviews ### ⭐⭐⭐⭐⭐ A great book *by T***S on 26 July 2020* I had somehow studied the topic(s) during university and read that book a few years later, working as an engineer. I am not a professional mathematician. This book was quite a thrill, it really tied the pieces together and I believe I have a much deeper understanding after reading it. The lively aspect, I would say, manifests itself in that the examples chosen really drum up interest and the conciseness allows one to have an overview. It's fairly accessible, proofs included - and even if not, any hole can easily be bridged with the help of stack/mathoverflow nowadays. Some exercises are hard though, but then again it's alright, it's not the book on continuous processes from the same author! ### ⭐⭐⭐⭐⭐ Excellent book *by H***K on 15 February 2018* This book is extraordinary, beautiful and clear exposition, thoughtfully chosen exercies which increase the understand of the topic instead of just moving the reader through the list on autopilot (which many textbooks unfortunaltely do). My research is mainly in PDEs and Harmonic Analysis, and this book was one of my first (proper) introduction to martingales. Based on my own experience, this is an excellent introduction for anyone starting on probability and martingale theory. I simply can't recommend this book enough. ### ⭐⭐⭐⭐⭐ Great deal *by A***D on 23 November 2014* No disappointment from this book even if an appendix with the solutions of the exercises would have been a plus Very deep in the probability, crystal clear, good tips ## Frequently Bought Together - Probability with Martingales (Cambridge Mathematical Textbooks) - Probability (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 49) - Convex Optimization --- ## Why Shop on Desertcart? - πŸ›’ **Trusted by 1.3+ Million Shoppers** β€” Serving international shoppers since 2016 - 🌍 **Shop Globally** β€” Access 737+ million products across 21 categories - πŸ’° **No Hidden Fees** β€” All customs, duties, and taxes included in the price - πŸ”„ **15-Day Free Returns** β€” Hassle-free returns (30 days for PRO members) - πŸ”’ **Secure Payments** β€” Trusted payment options with buyer protection - ⭐ **TrustPilot Rated 4.5/5** β€” Based on 8,000+ happy customer reviews **Shop now:** [https://www.desertcart.co.uk/products/333438484-cambridge-university-press-probability-with-martingales](https://www.desertcart.co.uk/products/333438484-cambridge-university-press-probability-with-martingales) --- *Product available on Desertcart United Kingdom* *Store origin: GB* *Last updated: 2026-09-25*