Probability: A Graduate Course: a Graduate Course

by Gut, Allan

Type Book

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Title Statements

Full title :Probability: A Graduate Course : a Graduate Course / by 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.

Edition Statements

Publication Date:2013.
Edition:2nd 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 p. 13 illustrations)

Edition Identifiers

ISBN:9781461447085, 1461447089
DOI:10.1007/978-1-4614-4708-5
oclc:ocn939747560
LC Classification:QA274-274.9
Dewey Decimal:519.2

Subjects

Distribution (Probability theory) distribution (statistics-related concep… Distribution (théorie des probabilités) Mathematical statistics mathematics Mathématiques Probability Theory and Stochastic Proce… Statistical Theory and Methods Statistics Statistics, general