Probability: A Graduate Course: A Graduate Course, Second Edition (Repost)
Probability: A Graduate Course: A Graduate Course, Second Edition by Allan Gut
English | PDF,EPUB | 2013 | 619 Pages | ISBN : 1461447070 | 17.6 MB
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.
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