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Probability: A Graduate Course by Allan Gut

Probability: A Graduate Course

by Allan Gut
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Book cover type: Paperback
  • ISBN13: 9781489997555
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 602
  • Original Price: EUR 84.99
  • Language: English
  • Edition: 2013
  • Item Weight: 934 grams
  • BISAC Subject(s): Probability & Statistics / General and General

From the Back Cover

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.

Allan Gut is Professor of Mathematical Statistics in the Department of Mathematics at Uppsala University, Sweden.

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