Probability: A Graduate Course 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,...
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| Format: | Electronic |
| Language: | English |
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New York, NY :
Springer New York : Imprint: Springer,
2013.
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| Edition: | 2nd ed. 2013. |
| Series: | Springer Texts in Statistics,
75 |
| Subjects: | |
| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-4708-5 |
| Summary: | 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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| Physical Description: | XXV, 600 p. 13 illus. online resource. |
| ISBN: | 9781461447085 |
| ISSN: | 1431-875X ; |