Probability: A Graduate Course by Allan Gut

Probability: A Graduate Course by 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.

From the reviews of the second edition:

“This book of over 600 pages gives a self-contained presentation of modern probability theoryThis is an updated edition of an elementary introductory book on probability theory … . Suitable as a textbook for beginning students in mathematics, statistics, computer science or economics … . Also, it will be very useful to students and researchers in mathematics or theoretical physics.” (Teodora-Liliana Rădulescu, zbMATH, Vol. 1267, 2013)

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

SKU	Unavailable
ISBN 13	9781489997555
ISBN 10	1489997555
Title	Probability: A Graduate Course
Author	Allan Gut
Series	Springer Texts In Statistics
Condition	Unavailable
Binding Type	Paperback
Publisher	Springer-Verlag New York Inc.
Year published	2014-11-09
Number of pages	602
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable