Probability a graduate course
(eBook)

Book Cover
Published:
New York : Springer, [2005].
Format:
eBook
ISBN:
9780387273327, 0387273328, 0387228330, 9780387228334
Status:
Available Online
Description

"This textbook on the theory of probability is aimed at graduate students, with the ideology 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 chapters on inequalities, characteristic functions, convergence, followed by the three main subjects, 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 main feature of this book is the combination of rigor and detail. Instead of being sketchy and leaving lots of technicalities to be filled in by the reader or as easy exercises, a more solid foundation is obtained by providing more of those not so trivial matters and by integrating some of those not so simple exercises and problems into the body of text."--Jacket.

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Citations
APA Citation (style guide)

Gut, A. (2005). Probability: a graduate course. New York: Springer.

Chicago / Turabian - Author Date Citation (style guide)

Gut, Allan, 1944-. 2005. Probability: A Graduate Course. New York: Springer.

Chicago / Turabian - Humanities Citation (style guide)

Gut, Allan, 1944-, Probability: A Graduate Course. New York: Springer, 2005.

MLA Citation (style guide)

Gut, Allan. Probability: A Graduate Course. New York: Springer, 2005. Web.

Note! Citation formats are based on standards as of July 2010. Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy.
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Language:
English

Notes

Bibliography
Includes bibliographical references (pages [577]-588) and index.
Description
"This textbook on the theory of probability is aimed at graduate students, with the ideology 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 chapters on inequalities, characteristic functions, convergence, followed by the three main subjects, 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 main feature of this book is the combination of rigor and detail. Instead of being sketchy and leaving lots of technicalities to be filled in by the reader or as easy exercises, a more solid foundation is obtained by providing more of those not so trivial matters and by integrating some of those not so simple exercises and problems into the body of text."--Jacket.
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5050 |a Preliminaries; Contents; 1 Introductory Measure Theory; 2 Random Variables; 3 Inequalities; 4 Characteristic Functions; 5 Convergence; 6 The Law of Large Numbers; 7 The Central Limit Theorem; 8 The Law of the Iterated Logarithm; 9 Limit Theorems Extensions and Generalizations; 10 Martingales; A Some Useful Mathematics; Index.
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