ENGLISH

Probability: A Graduate Course

By Allan Gut

Book information

Publisher
Springer
Year
2005
ISBN
0387228330, 9780387228334
Open Library ID
OL7444444M
Language
english
Format
PDF
Filesize
3 MB (2648706 bytes)
Series
Springer Texts in Statistics
Pages
617\617
Time added
2011-06-04 13:46:07

Description

This textbook on the theory of probability starts from the premise that rather than being a purely mathematical discipline, probability theory is an intimate companion of statistics. The book starts with the basic tools, and goes on to cover a number of subjects in detail, including chapters on inequalities, characteristic functions and convergence. This is followed by explanations of the three main subjects in probability: the law of large numbers, the central limit theorem, and the law of the iterated logarithm. After a discussion of generalizations and extensions, the book concludes with an extensive chapter on martingales.

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