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Probability: A Graduate Course: A Graduate Course

Probability: A Graduate Course: A Graduate Course
Catalogue Information
Field name Details
Dewey Class 519.2
Title Probability: A Graduate Course ([Ebook]) : A Graduate Course / by Allan Gut.
Author Gut, Allan , 1944-
Other name(s) SpringerLink (Online service)
Edition statement 2nd ed. 2013.
Publication New York, NY : Springer
, 2013
Physical Details XXV, 600 pages : 13 illus. : online resource.
Series Springer Texts in Statistics 1431-875X ; ; 75
ISBN 9781461447085
Summary Note 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.:
Contents note 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.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site http://dx.doi.org/10.1007/978-1-4614-4708-5
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