Probability: A Graduate Course

Probability: A Graduate Course: a Graduate Course

by Gut, Allan

Type Book
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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 …

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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.

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Edition Statements

  • Publication Date:2013.

Publication Statements

  • Publisher(s):Springer New York
  • Place of Publication:New York, NY
  • Language:eng
  • Publication Date:2013.

The Physical Object

  • Description:1 ressource en ligne

Edition Identifiers

  • ISBN:9781461447085, 1461447089
  • oclc:on1083918710
  • LC Classification:QA274-274.9

Subjects

Writers

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