Probability

A Graduate Course

Allan Gut

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English

Springer-Verlag New York Inc.
09 November 2014

Probability & statistics; Stochastics

Series: Springer Texts in Statistics

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.

By: Allan Gut
Imprint: Springer-Verlag New York Inc.
Country of Publication: United States
Edition: 2nd ed. 2013
Volume: 75
Dimensions: Height: 235mm, Width: 155mm, Spine: 32mm
Weight: 9.358kg
ISBN: 9781489997555
ISBN 10: 1489997555
Series: Springer Texts in Statistics
Pages: 602
Publication Date: 09 November 2014
Audience: Professional and scholarly , Undergraduate
Format: Paperback
Publisher's Status: Active

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

Reviews for Probability: A Graduate Course

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 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 Radulescu, zbMATH, Vol. 1267, 2013)