Probability : a graduate course
- Allan Gut.
- Second edition.
- New York : Springer, 
- Physical description
- xxv, 600 pages ; 25 cm.
- Springer texts in statistics.
Math & Statistics Library
QA273 .G869 2013
- Unknown QA273 .G869 2013
- Gut, Allan, 1944-
- Includes bibliographical references (pages 577-586) and index.
- Preface to the First Edition.- Preface to the Second Edition.- Outline of Contents.- Notation and Symbols.- Introductory Measure Theory.- Random Variables.- Inequalities.- Characteristic Functions.- Convergence.- The Law of Large Numbers.- The Central Limit Theorem.- The Law of the Iterated Logarithm.- Limited Theorems.- Martingales.- Some Useful Mathematics.- References.- Index.
- (source: Nielsen Book Data)
- Publisher's Summary
- 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.
(source: Nielsen Book Data)
- Publication date
- Springer texts in statistics
- 9781461447078 (hardback : acid-free paper)
- 1461447070 (hardback : acid-free paper)