Probability: a graduate course
by Gut, Allan
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 o…
Read More ↓Title Statements
- Full title :Probability : a graduate course / Allan Gut.
Summary
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.
Read More ↓Edition Statements
- Publication Date:2013.
- Edition:2. ed. 2013
Publication Statements
- Publisher(s):Imprint, Springer, Springer New York
- Place of Publication:New York, NY
- Language:eng
- Publication Date:2013.
The Physical Object
- Description:1 online resource (XXV, 600 pages 13 illustrations)
Edition Identifiers
- ISBN:9781461447085, 1461447089, 1461447070, 9781461447078
- oclc:ocn821030953
- LC Classification:QA273.A1-274.9
- Dewey Decimal:519.2
Table of Contents
Preface to the First Edition -- Preface to the Second Edition -- Outline of Contents -- Notation and Symbols -- Introductory Measure Theory -- Random Variables -- Inequalities -- Characteristic Functions -- Convergence -- The Law of Large Numbers -- The Central Limit Theorem -- The Law of the Iterated Logarithm -- Limited Theorems -- Martingales -- Some Useful Mathematics -- References -- Index.
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