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    3. Probability: A Graduate Course (2nd edition) [Repost]

    Probability: A Graduate Course (2nd edition) [Repost]

    Posted By: ChrisRedfield
    Date: 29 Jul 2013 12:19:10
    Probability: A Graduate Course (2nd edition) [Repost]

    Allan Gut - Probability: A Graduate Course (2nd edition)
    Published: 2012-10-17 | ISBN: 1461447070 | PDF | 603 pages | 3 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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