Probability: A Graduate Course

by Allan Gut

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 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.

Genres: Mathematics

628 pages, Kindle Edition

First published October 17, 2012

Reviews

[John]

This is one of my favourite maths books. It's written in a very accessible style, despite covering advances topics in detail. The examples and exercises are generally very good.

[Laura Macias]

nice