Article ID: CBB001021425

History of Martingales in Sequential Analysis and Time Series (2009)

unapi

Lai, Tze Leung (Author)


Journal Electronique d'Histoire des Probabilités et de la Statistique
Volume: 5, no. 1
Issue: 1


Publication Date: 2009
Edition Details: http://www.jehps.net/juin2009/Lai.pdf (Accessed on November 30, 2010). Part of a special issue, “The Splendors and Miseries of Martingales.”
Language: English

Thispaperreviewsthehistoryofmartingalesinsequentialanaly-sis,beginningwithWald'sground-breakingpaperin1945thatlaidthefoundationsforthesubject,andendinginthedecade1975--1985whentheusefulnessofmartingaletheorywasalsorecognizedintimeseriesanalysis.Theimportantrolesplayedbymartingaleinequalities,con-vergencetheory,stronglaws,functionalcentrallimittheorems,lawsoftheiteratedlogarithm,andtheoptionalstoppingtheoreminde-velopmentsofthetheoryofsequentialanalysisandtimeseriesfrom1945to1985arealsodiscussed.

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Article Mazliak, Laurent; Shafer, Glenn (2009) Introduction. Journal Electronique d'Histoire des Probabilités et de la Statistique. unapi

Citation URI
http://data.isiscb.org/isis/citation/CBB001021425/

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Authors & Contributors
Scholz, Erhard
Hashagen, Ulf
Seising, Rudolf
Folkerts, Menso
Shafer, Glenn
Mazliak, Laurent
Journals
Journal Electronique d'Histoire des Probabilités et de la Statistique
Science in Context
Synthese
Historical Records of Australian Science
Publishers
Birkhäuser
Princeton University Press
F. Steiner
Yale University Press
Concepts
Mathematics
Probability and statistics
Martingales (mathematics)
Risk
Physics
Relativity, general
People
Ville, Jean-André
de Finetti, Bruno
Weyl, Hermann
Markov, Andrei Andreevich
Fréchet, Maurice René
Le Dantec, Félix
Time Periods
20th century
19th century
18th century
20th century, late
21st century
Places
France
Russia
Italy
Japan
Great Britain
Australia
Institutions
Centre National de la Recherche Scientifique (France)
Royal Statistical Society
Statistical Society of London
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