Probability: A Graduate Course / / by Allan Gut

• Autore: Gut Allan
• 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
• Serie: Springer Texts in Statistics, . 1431-875X ; ; 75