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, 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 ed…
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Produktdetails
- ISBN: 978-1-4614-4708-5
- EAN: 9781461447085
- Produktnummer: 33391428
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2012
- Seitenangabe: 602 S.
- Plattform: PDF
- Masse: 6'874 KB
- Auflage: 2nd ed. 2013
- Abbildungen: Bibliographie
Über den Autor
Allan Gut is Professor of Mathematical Statistics in the Department of Mathematics at Uppsala University, Sweden.
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