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.
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Probability: A Graduate Course
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.
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Probability: A Graduate Course
602
Probability: A Graduate Course
602Paperback(2nd ed. 2013)
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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) |
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