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.
| Autorius: | Allan Gut |
| Serija: | Springer Texts in Statistics |
| Leidėjas: | Springer New York |
| Išleidimo metai: | 2014 |
| Knygos puslapių skaičius: | 628 |
| ISBN-10: | 1489997555 |
| ISBN-13: | 9781489997555 |
| Formatas: | Knyga minkštu viršeliu |
| Kalba: | Anglų |
| Žanras: | Stochastics |
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