Springer Texts in Statistics

Gut, Allan

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.

Details

Published by: Springer

Publication Date: 2014-11-09

Format: Paperback

ISBN-13: 9781489997555

DOI: 10.1007/978-1-4614-4708-5

Dimensions: 235cm x155cm

Pages: 602