Probability: A Graduate Course
Produktnummer:
1818c9c902590c44e392567c6bebc0f621
| Autor: | Gut, Allan |
|---|---|
| Themengebiete: | Probability theory Random variable central limit theorem convergence law of large numbers law of the iterated logarithm martingales mathematical statistics measure theory |
| Veröffentlichungsdatum: | 19.11.2010 |
| EAN: | 9781441919854 |
| Sprache: | Englisch |
| Seitenzahl: | 608 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer US |
Produktinformationen "Probability: A Graduate Course"
This textbook on the theory of probability is aimed at graduate students. It 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 explanations of the three main subjects in probability: 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 main feature of this book is the combination of rigor and detail. Instead of leaving lots of technicalities to be filled in by the reader or dealt with as exercises, the text has a more solid foundation as a result of a detailed exploration of more complex concepts.
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