Probability: A Graduate Course

Probability: A Graduate Course

von: Allan Gut

Springer-Verlag, 2006

ISBN: 9780387273327 , 608 Seiten

Format: PDF

Kopierschutz: Wasserzeichen

Windows PC,Mac OSX Apple iPad, Android Tablet PC's

Preis: 96,29 EUR

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Probability: A Graduate Course


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.