Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 628 pp. Englisch.

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Bibliographic Details

Title

Probability: A Graduate Course

Publisher

Springer US, Springer New York Nov 2014

Publication Date

2014

Language

English

ISBN 10

1489997555

ISBN 13

9781489997555

Binding

Taschenbuch

Edition

2nd Edition

Condition

Neu

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About this title

Synopsis

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.

About the Author

Allan Gut is Professor of Mathematical Statistics in the Department of Mathematics at Uppsala University, Sweden.

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