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Autore: | Gut Allan |
Titolo: | Probability: A Graduate Course / / by Allan Gut |
Pubblicazione: | New York, NY : , : Springer New York : , : Imprint : Springer, , 2013 |
Edizione: | 2nd ed. 2013. |
Descrizione fisica: | 1 online resource (618 p.) |
Disciplina: | 519.24 |
Soggetto topico: | Probabilities |
Statistics | |
Probability Theory and Stochastic Processes | |
Statistical Theory and Methods | |
Statistics, general | |
Note generali: | Description based upon print version of record. |
Nota di bibliografia: | Includes bibliographical references (pages 577-586) and index. |
Nota di contenuto: | 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. |
Sommario/riassunto: | 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. |
Titolo autorizzato: | Probability |
ISBN: | 1-4614-4708-9 |
Formato: | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910438155103321 |
Lo trovi qui: | Univ. Federico II |
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