Probability : a graduate course

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,...

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Hlavní autor: Gut, Allan, 1944-
Médium: Livre numérique
Jazyk:Anglais
Vydáno: New York, NY : Springer New York : Imprint: Springer [20..].
Cham : Springer Nature
Vydání:2nd ed. 2013.
Edice:Springer Texts in Statistics 75
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Edition sous un autre format:• Probability, a graduate course, Allan Gut, 2nd edition, New York, Springer, 2013, 1 vol. (XXV-600 p.), Springer texts in statistics, 978-1-4614-4707-8
• Probability, a graduate course, Allan Gut, 2nd edition, New York, Springer, 2013, 1 vol. (XXV-600 p.), Springer texts in statistics, 978-1-4614-4707-8
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505 1 |a 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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520 |a 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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