Probability: A Graduate Course by Allan Gut
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.From the reviews of the second edition:
“This book of over 600 pages gives a self-contained presentation of modern probability theoryThis is an updated edition of an elementary introductory book on probability theory … . Suitable as a textbook for beginning students in mathematics, statistics, computer science or economics … . Also, it will be very useful to students and researchers in mathematics or theoretical physics.” (Teodora-Liliana Rădulescu, zbMATH, Vol. 1267, 2013)
Allan Gut is Professor of Mathematical Statistics in the Department of Mathematics at Uppsala University, Sweden.
| SKU | Unavailable |
| ISBN 13 | 9781489997555 |
| ISBN 10 | 1489997555 |
| Title | Probability: A Graduate Course |
| Author | Allan Gut |
| Series | Springer Texts In Statistics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer-Verlag New York Inc. |
| Year published | 2014-11-09 |
| Number of pages | 602 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |
