Does anyone know of a good introduction to the theory of martingales and betting strategies from the point of view of statistics and/or probability theory? I'm looking for something basic, with lots of examples. Thanks.



Martingales and Betting Strategies
I don't know about statistics *per se* but the best introduction to martingales *period* is Williams' *Probability with Martingales*:


[http://www.amazon.com/Probability-Martingales-Cambridge-Mathematical-Textbooks/dp/0521406056](http://rads.stackoverflow.com/amzn/click/0521406056)


