Probability: A Graduate Course
A Graduate Course
Edición de la obra Probability: A Graduate Course
| Autor | Allan Gut |
|---|---|
| Editorial | Springer New York, Imprint: Springer |
| Fecha de publicación | 2013 |
| Lugar | New York, NY |
| Idioma | inglés |
| Páginas | 600 |
| Formato | [electronic resource] : |
| ISBN-13 | 9781461447085 |
| Serie | Springer Texts in Statistics -- 75 |
| Número de Cutter | G983p |
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.