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.
Author: Allan Gut
Publisher: Springer Science & Business Media
Publish Date: 2013
Edition: 2nd ed. 2013
ISBN: 1461447070
ISBN 13: 9781461447078
Dimension: Length: 6.14 inches, Width: 1.31 inches, Height: 9.21 inches
Weight: Weight: 23.32270269698 pounds
Binding: Hardcover
Pages: 602
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.
Author: Allan Gut
Publisher: Springer Science & Business Media
Publish Date: 2013
Edition: 2nd ed. 2013
ISBN: 1461447070
ISBN 13: 9781461447078
Dimension: Length: 6.14 inches, Width: 1.31 inches, Height: 9.21 inches
Weight: Weight: 23.32270269698 pounds
Binding: Hardcover
Pages: 602