Probability: A Graduate Course
Allan Gut · 2013
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About the book
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 explanations of the three main subjects in probability: 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.
Book details
- Year
- 2013
- Language
- English
- Series
- Springer Texts in Statistics -- 75
- Publisher
- Springer New York
- Editions
- 1
- Pages
- 600
- ISBN
- 9781461447085
Data source: Wikidata
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