Probability: A Graduate Course

• Main Author: Gut, Allan (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2005.
• Series: Springer Texts in Statistics,
• Subjects: Mathematics.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Statistics, general.

"I know it’s trivial, but I have forgotten why". This is a slightly exaggerated characterization of the unfortunate attitude of many mathematicians toward the surrounding world. The point of departure of this book is the opposite. This textbook on the theory of probability is aimed at grad...

Table of Contents:

• Introductory Measure Theory
• Random Variables
• Inequalities
• Characteristic Functions
• Convergence
• The Law of Large Numbers
• The Central Limit Theorem
• The Law of the Iterated Logarithm
• Limit Theorems; Extensions and Generalizations
• Martingales.