Probability : a graduate course
 Responsibility
 Allan Gut.
 Language
 English.
 Edition
 Second edition.
 Publication
 New York : Springer, [2013]
 Physical description
 xxv, 600 pages ; 25 cm.
 Series
 Springer texts in statistics.
Access
Available online
Math & Statistics Library
Stacks
Call number  Status 

QA273 .G869 2013  Unknown 
More options
Creators/Contributors
 Author/Creator
 Gut, Allan, 1944
Contents/Summary
 Bibliography
 Includes bibliographical references (pages 577586) and index.
 Contents

 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)9781461447078 20160612
 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)9781461447078 20160612
Bibliographic information
 Publication date
 2013
 Series
 Springer texts in statistics
 ISBN
 9781461447078 (hardback : acidfree paper)
 1461447070 (hardback : acidfree paper)