Probability: A Graduate Course: Edition 2

· Springer Texts in Statistics Book 75 · Springer Science & Business Media
4.3
3 reviews
Ebook
602
Pages

About this ebook

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.

Ratings and reviews

4.3
3 reviews
Anil Das
June 29, 2021
AAA BOSS NETWORK
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About the author

Allan Gut is Professor of Mathematical Statistics in the Department of Mathematics at Uppsala University, Sweden.

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