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Probability A Graduate Course 2nd Edition by Allan Gut ISBN 978-1461447085 1461447085

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Probability A Graduate Course 2nd Edition Allan Gut Digital Instant Download

Author(s): Allan Gut
ISBN(s): 9782012941281, 1461447089
File Details: PDF, 6.82 MB
Language: english
SKU: EB-2596308 Category: Tag:

Probability A Graduate Course 2nd Edition by Allan Gut- Ebook PDF Instant Download/Delivery:  978-1461447085, 1461447085 
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Product details: 

ISBN 10:  1461447085 

ISBN 13: 978-1461447085

Author: 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.

Table of contents: 

Chapter 1: Introductory Measure Theory
Chapter 2: Random Variables
Chapter 3: Inequalities
Chapter 4: Characteristic Functions
Chapter 5: Convergence
Chapter 6: The Law of Large Numbers
Chapter 7: The Central Limit Theorem
Chapter 8: The Law of the Iterated Logarithm
Chapter 9: Limit Theorems – Extensions and Generalizations
Chapter 10: Martingales

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