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Record Nr. |
UNINA9910438155103321 |
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Autore |
Gut Allan |
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Titolo |
Probability: A Graduate Course / / by Allan Gut |
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Pubbl/distr/stampa |
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New York, NY : , : Springer New York : , : Imprint : Springer, , 2013 |
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ISBN |
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Edizione |
[2nd ed. 2013.] |
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Descrizione fisica |
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1 online resource (618 p.) |
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Collana |
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Springer Texts in Statistics, , 1431-875X ; ; 75 |
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Disciplina |
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Soggetti |
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Probabilities |
Statistics |
Probability Theory and Stochastic Processes |
Statistical Theory and Methods |
Statistics, general |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (pages 577-586) and index. |
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Nota di contenuto |
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Preface 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. |
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Sommario/riassunto |
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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. |
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