Probability: A Graduate Course A Graduate Course /

• Main Author: Gut, Allan. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Edition: 2nd ed. 2013.
• Series: Springer Texts in Statistics, 75
• Subjects: Mathematics.; Distribution (Probability theory).; Statistics.; Mathematical statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Statistics, general.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-4708-5

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,...

Table of Contents:

• Preface to the First Edition
• Preface to the Second Edition
• Outline of Contents
• Notation and Symbols
• Introductory Measure Theory
• Random Variables
• Inequalities
• Characteristic Functions
• Convergence
• The Law of Large Numbers
• The Central Limit Theorem
• The Law of the Iterated Logarithm
• Limited Theorems
• Martingales
• Some Useful Mathematics
• References
• Index.