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Viser: Probability - A Graduate Course
Probability: A Graduate Course Vital Source e-bog
Allan Gut
(2012)
Probability
A Graduate Course
Allan Gut
(2012)
Sprog: Engelsk
Detaljer om varen
- 2. Udgave
- Vital Source searchable e-book (Reflowable pages)
- Udgiver: Springer Nature (Oktober 2012)
- ISBN: 9781461447085
Bookshelf online: 5 år fra købsdato.
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Detaljer om varen
- 2. Udgave
- Hardback: 603 sider
- Udgiver: Springer New York (Oktober 2012)
- ISBN: 9781461447078
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.
to the First Edition. - Preface
to the Second Edition. - Outline of Contents. - Notation and Symbols. - Introductory Measure Theory. - Random Variables. - Inequalities. - Characteristic Functions. - Convergence. - The Law of Large Numbers. - The Central Limit Theorem. - The Law of the Iterated Logarithm. - Limited Theorems. - Martingales. - Some Useful Mathematics. - References. -
Index.