Abstract
This chapter is, on the average, more difficult than the others. Sections 16.1–16.4 concern exchangeability, martingales and Wald’s equation. These sections depend on deep results obtained by Olav Kallenberg, J. L. Doob and Abraham Wald, respectively, and the readers are invited to taste some appetizing fruits gathered by these outstanding researchers. Sections 16.1 and 16.4 contain two surprising results which should not be missed. Sections 16.5 and 16.6 are perhaps a bit long-winded and can be skipped, at least at the first reading.
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© 1994 Springer-Verlag New York, Inc.
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Blom, G., Holst, L., Sandell, D. (1994). Special topics. In: Problems and Snapshots from the World of Probability. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4304-5_16
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DOI: https://doi.org/10.1007/978-1-4612-4304-5_16
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94161-5
Online ISBN: 978-1-4612-4304-5
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