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Probability: A Graduate Course, Hardback Book

Probability: A Graduate Course Hardback

Part of the Springer Texts in Statistics series

Hardback

Description

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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