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Probability : a graduate course

Author: Allan Gut
Publisher: New York : Springer, [2013]
Series: Springer texts in statistics.
Edition/Format:   Print book : English : Second editionView all editions and formats
Database:WorldCat
Summary:

This book covers inequalities, characteristic functions and convergence, the law of large numbers, the central limit theorem and the law of the iterated logarithm. This revised edition updates core  Read more...

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Document Type: Book
All Authors / Contributors: Allan Gut
ISBN: 9781461447078 1461447070 1489997555 9781489997555
OCLC Number: 826647718
Description: xxv, 600 pages ; 25 cm.
Contents: Introductory measure theory --
Random variables --
Inequalities --
Characteristic functions --
Convergence --
Law of large numbers --
Central limit theorem --
Law of the iterated logarithm --
Limit theorems: Extensions and generalizations --
Martingales --
Appendix: Some useful mathematics.
Series Title: Springer texts in statistics.
Responsibility: Allan Gut.
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From the reviews of the second edition: "This book of over 600 pages gives a self-contained presentation of modern probability theory. This is an updated edition of an elementary introductory book on Read more...

 
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