The Splendors and Miseries of Martingales
Broschiertes Buch

The Splendors and Miseries of Martingales

Their History from the Casino to Mathematics

Herausgegeben: Mazliak, Laurent; Shafer, Glenn
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Over the past eighty years, martingales have become central in the mathematics of randomness. They appear in the general theory of stochastic processes, in the algorithmic theory of randomness, and in some branches of mathematical statistics. Yet little has been written about the history of this evolution. This book explores some of the territory that the history of the concept of martingales has transformed.The historian of martingales faces an immense task. We can find traces of martingale thinking at the very beginning of probability theory, because this theory was related to gambling, and ...