Catálogo bibliográfico FCT/UNL

Probability, a graduate course

Gut, Allan
Probability : a graduate course [Documento electrónico] / Allan Gut. - New York, NY : Springer , 2013 . - XXVI, 602 p.. - (Springer Texts in Statistics) 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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ISBN 978-1-4614-4708-5

Probabilidades

Distribuição (Teoria das probabilidades)


LCC QA273
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