Probability: A Graduate Course (Springer Texts In Statistics, 75)

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.

• • Author: Allan Gut
• • Publisher: Springer
• • Publication Date: Nov 09, 2014
• • Number of Pages: 628 pages
• • Language: English
• • Binding: Paperback
• • ISBN-10: 1489997555
• • ISBN-13: 9781489997555