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The book explores the theory of asymptotic martingales using a measure-theoretic framework, providing a comprehensive introduction to this advanced statistical concept. It delves into the properties and applications of asymptotic martingales, offering insights into their behavior and significance in probability theory. Additionally, the text includes a bibliography that serves as a valuable resource for further reading and research in the field, making it a useful reference for both students and professionals interested in advanced probability topics.
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Amarts and Set Function Processes, Allan Gut, Klaus D. Schmidt
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- Pubblicato
- 2013
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