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Probability: A Graduate Course [Repost]

Posted By: ChrisRedfield
Probability: A Graduate Course [Repost]

Allan Gut - Probability: A Graduate Course
Published: 2005-02-28 | ISBN: 0387228330 | PDF | 625 pages | 12 MB


This textbook on the theory of probability 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 explanations of the three main subjects in probability: 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.