Probability

A Graduate Course

By: Allan Gut

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Hardcover | 17 October 2012 | Edition Number 2

At a Glance

Hardcover
628 Pages

Edition Type
Revised

Dimensions(cm)
23.5 x 15.88 x 3.81

Hardcover

RRP $179.00

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Like its predecessor, Probability 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 explanations 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 scores of new problems and exercises, as well as new sections in the Inequalities and Random Variables chapters.

Industry Reviews

From the reviews of the second edition:

"This book of over 600 pages gives a self-contained presentation of modern probability theory. This is an updated edition of an elementary introductory book on probability theory ... . Suitable as a textbook for beginning students in mathematics, statistics, computer science or economics ... . Also, it will be very useful to students and researchers in mathematics or theoretical physics." (Teodora-Liliana RÄdulescu, zbMATH, Vol. 1267, 2013)

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