Probability: A Graduate Course

by Allan Gut (Author)

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Synopsis of 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.

Product details

  • Pages: 625
  • Publisher: Springer-Verlag New York Inc.
  • Published: 12th February 2010
  • Language: English
  • ISBN: 9781441919854
  • Category: Mathematics

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