Probability: A Graduate Course: 75 Allan Gut

ISBN:

Published: October 17th 2012

Kindle Edition

603 pages


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Probability: A Graduate Course: 75  by  Allan Gut

Probability: A Graduate Course: 75 by Allan Gut
October 17th 2012 | Kindle Edition | PDF, EPUB, FB2, DjVu, AUDIO, mp3, ZIP | 603 pages | ISBN: | 6.12 Mb

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 ofMoreLike 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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