Probability: A Graduate Course / Springer Texts in Statistics Bd.75 (PDF)
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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.
- Autor: Allan Gut
- 2012, 2nd ed. 2013, 602 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 1461447089
- ISBN-13: 9781461447085
- Erscheinungsdatum: 17.10.2012
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- Größe: 6.73 MB
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