Probability: A Graduate Course
Download or Read eBook Probability: A Graduate Course PDF written by Allan Gut and published by Springer Science & Business Media. This book was released on 2006-03-16 with total page 617 pages. Available in PDF, EPUB and Kindle.
| Author | : Allan Gut |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 617 |
| Release | : 2006-03-16 |
| ISBN-10 | : 9780387273327 |
| ISBN-13 | : 0387273328 |
| Rating | : 4/5 (27 Downloads) |
Book Synopsis Probability: A Graduate Course by : Allan Gut
Book excerpt: 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.
