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＜E-Book＞
Probability: A Graduate Course / by Allan Gut
(Springer Texts in Statistics. ISSN:21974136 ; 75)

Edition	2nd ed. 2013.
Publisher	(New York, NY : Springer New York : Imprint: Springer)
Year	2013
Size	XXVI, 602 p : online resource
Authors	*Gut, Allan author SpringerLink (Online service)
Subjects	LCSH:Probabilities LCSH:Statistics  FREE:Probability Theory FREE:Statistical Theory and Methods FREE:Statistics
Notes	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 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 HTTP:URL=https://doi.org/10.1007/978-1-4614-4708-5

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