Probability: A Graduate Course / Edition 2

by Allan Gut

Overview

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.

Product Details

ISBN-13:	9781489997555
Publisher:	Springer New York
Publication date:	11/09/2014
Series:	Springer Texts in Statistics , #75
Edition description:	2nd ed. 2013
Pages:	602
Product dimensions:	6.10(w) x 9.25(h) x 0.05(d)

About the Author

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

Table of Contents

Preface to the First Edition.- Preface to the Second Edition.- Outline of Contents.- Notation and Symbols.- Introductory Measure Theory.- Random Variables.- Inequalities.- Characteristic Functions.- Convergence.- The Law of Large Numbers.- The Central Limit Theorem.- The Law of the Iterated Logarithm.- Limited Theorems.- Martingales.- Some Useful Mathematics.- References.- Index.

Editorial Reviews

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 Rădulescu, zbMATH, Vol. 1267, 2013)

From the Publisher