000 02726nam a22002895i 4500
001 64984
005 20210901114955.0
010 _a978-1-4419-0162-0
_dcompra
090 _a64984
100 _a20150401d2009 k||y0pory50 ba
101 _aeng
102 _aUS
200 _aAn intermediate course in probability
_bDocumento electrónico
_fAllan Gut
210 _aNew York, NY
_cSpringer
_d2009
215 _aXV, 303 p.
225 _aSpringer Texts in Statistics
300 _aColocação: Online
303 _aThe purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses. The first six chapters focus on some central areas of what might be called pure probability theory: multivariate random variables, conditioning, transforms, order variables, the multivariate normal distribution, and convergence. A final chapter is devoted to the Poisson process as a means both to introduce stochastic processes and to apply many of the techniques introduced earlier in the text. Students are assumed to have taken a first course in probability, though no knowledge of measure theory is assumed. Throughout, the presentation is thorough and includes many examples that are discussed in detail. Thus, students considering more advanced research in probability theory will benefit from this wide-ranging survey of the subject that provides them with a foretaste of the subject's many treasures. The present second edition offers updated content, one hundred additional problems for solution, and a new chapter that provides an outlook on further areas and topics, such as stable distributions and domains of attraction, extreme value theory and records, and martingales. The main idea is that this chapter may serve as an appetizer to the more advanced theory. Allan Gut is Professor of Mathematical Statistics at Uppsala University, Uppsala, Sweden. He is a member of the International Statistical Institute, the Bernoulli Society, the Institute of Mathematical Statistics, and the Swedish Statistical Society. He is an Associate Editor of the Journal of Statistical Planning and Inference and Sequential Analysis, a former Associate Editor of the Scandinavian Journal of Statistics, and the author of five other books including Probability: A Graduate Course (Springer, 2005) and Stopped Random Walks: Limit Theorems and Applications, Second Edition (Springer, 2009).
606 _93080
_aProbabilidades
680 _aQA273
700 _931750
_aGut
_bAllan
801 _aPT
_gRPC
856 _uhttp://dx.doi.org/10.1007/978-1-4419-0162-0
942 _2lcc
_cF
_n0