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About Probability: A graduate course
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.
Detailed Information
| Author: | Gut A. |
|---|---|
| Publication Year: | 2005 |
| ISBN: | 9780387228334 |
| Pages: | 617 |
| Language: | English |
| File Size: | 2.363 |
| Format: | |
| Price: | FREE |
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