Probability: A Graduate Course 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 : Imprint: Springer, 2013.
• Edition: 2nd ed. 2013.
• Series: Springer Texts in Statistics, 75
• Subjects: Mathematics.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Statistics, general.
• Physical Description: XXVI, 602 p. online resource.
• ISBN: 9781461447085
• ISSN: 1431-875X ;

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.