ENGLISH

Probability: A Graduate Course

By Allan Gut

Book information

Publisher
Springer
Year
2012
ISBN
1461447070, 9781461447078
Language
english
Format
PDF
Filesize
4 MB (3799808 bytes)
Series
Springer Texts in Statistics
Edition
2nd ed. 2013
Pages
625\618
Time added
2013-04-28 20:22:32

Description

Like its predecessor, this book 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 a thorough treatment of the three main subjects in probability theory: 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. The new edition is comprehensively updated, including some new material as well as around a dozen new references.

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