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Probability: A Graduate Course

A Graduate Course

  • AllanĀ Gut
Textbook

Part of the Springer Texts in Statistics book series (STS, volume 75)

Table of contents

  1. Front Matter
    Pages i-xxv
  2. Allan Gut
    Pages 1-24
  3. Allan Gut
    Pages 25-117
  4. Allan Gut
    Pages 119-155
  5. Allan Gut
    Pages 157-200
  6. Allan Gut
    Pages 201-263
  7. Allan Gut
    Pages 265-328
  8. Allan Gut
    Pages 329-382
  9. Allan Gut
    Pages 383-422
  10. Allan Gut
    Pages 467-554
  11. Back Matter
    Pages 555-600

About this book

Introduction

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.

Keywords

Central Limit Theorem Convergence Law of Large Numbers Law of the Iterated Logarithm Martingales

Authors and affiliations

  • AllanĀ Gut
    • 1
  1. 1.Dept. MathematicsUppsala UniversityUppsalaSweden

Bibliographic information

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