Allan Gut: Probability: A Graduate Course

Cover: 9781489997555 | Probability: A Graduate Course | Allan Gut | Taschenbuch | Paperback

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Beschreibung

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.

Über den Autor

Allan Gut is Professor of Mathematical Statistics in the Department of Mathematics at Uppsala University, Sweden.

Zusammenfassung

Covers probability from a very applied perspective

Many exercises involve mathematical modeling of random phenomena in very practical fields, including insurance/actuarial and the life sciences/biomedicine

Second edition comprehensively updated, including all new exercises

Includes supplementary material: [...]

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	2014
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Reihe:	Springer Texts in Statistics
Inhalt:	xxvi 602 S.
ISBN-13:	9781489997555
ISBN-10:	1489997555
Sprache:	Englisch
Ausstattung / Beilage:	Paperback
Einband:	Kartoniert / Broschiert
Autor:	Gut, Allan
Auflage:	2nd ed. 2013
Hersteller:	Springer New York Springer US, New York, N.Y. Springer Texts in Statistics
Maße:	235 x 155 x 34 mm
Von/Mit:	Allan Gut
Erscheinungsdatum:	09.11.2014
Gewicht:	0,937 kg

Artikel-ID: 105024041