Probability: A Graduate Course
Seiten
2014
|
2nd ed. 2013
Springer-Verlag New York Inc.
978-1-4899-9755-5 (ISBN)
Springer-Verlag New York Inc.
978-1-4899-9755-5 (ISBN)
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 new edition is comprehensively updated, including some new material as well as around a dozen new references.
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.
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.
Allan Gut is Professor of Mathematical Statistics in the Department of Mathematics at Uppsala University, Sweden.
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.
| Erscheint lt. Verlag | 9.11.2014 |
|---|---|
| Reihe/Serie | Springer Texts in Statistics ; 75 |
| Zusatzinfo | XXVI, 602 p. |
| Verlagsort | New York |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| Medizin / Pharmazie | |
| Schlagworte | central limit theorem • convergence • law of large numbers • law of the iterated logarithm • Martingales |
| ISBN-10 | 1-4899-9755-5 / 1489997555 |
| ISBN-13 | 978-1-4899-9755-5 / 9781489997555 |
| Zustand | Neuware |
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