Abstract
There is a particular structure whose seemingly weak defining property is so significant that the structure pervades the theory of probability and leads to powerful conclusions. This is the martingale structure, already encountered in Sections 9.7, 10.7 and 14.7.
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© 2000 Springer Science+Business Media New York
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Whittle, P. (2000). Martingales. In: Probability via Expectation. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0509-8_17
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DOI: https://doi.org/10.1007/978-1-4612-0509-8_17
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-6795-9
Online ISBN: 978-1-4612-0509-8
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