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Probability : A Graduate Course. 2nd ed. 確率－大学院生課程 第2版
・ISBN 978-1-4614-4707-8 hard EUR 109.99
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| 著者・編者 | Gut, Allan, |
|---|---|
| シリーズ | Springer Texts in Statistics |
| 出版社 | (Springer, US) |
| 出版年月 | 2012 |
| ページ数 | x, 593 pp. |
| 言語 | ENG |
| ニュース番号 | ＜598-346＞ |
解説
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.