Probability: A Graduate Course
-12 %

Probability: A Graduate Course

 Taschenbuch
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ISBN-13:
9781441919854
Einband:
Taschenbuch
Seiten:
608
Autor:
Allan Gut
Gewicht:
937 g
Format:
235x155x mm
Serie:
Springer Texts in Statistics
Sprache:
Englisch
Beschreibung:

This textbook on the theory of probability is aimed at graduate students. It starts with the basic tools, and goes on to cover a number of subjects in detail, including the three central planks of probability theory.
This textbook on the theory of probability is aimed at graduate students. It starts with the basic tools, and goes on to cover a number of subjects in detail, including the three central planks of probability theory.
Introductory Measure Theory.- Random Variables.- Inequalities.- Characteristic Functions.- Convergence.- The Law of Large Numbers.- The Central Limit Theorem.- The Law of the Iterated Logarithm.- Limit Theorems; Extensions and Generalizations.- Martingales.
This textbook on the theory of probability 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.