
The second edition of this authoritative text offers an in-depth treatment of all aspects of conditional expectations and probability measures and their structural analysis. However, what makes this the definitive reference on conditional measures is the author's keen ability...

This reference and text offers a thorough analysis of conditional expectations and probability measures, and demonstrates their important uses in real situations. Coverage includes applications to sufficiency, Markov processes, Martingales and analysis problems.;Presenting different...