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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 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 some new material as well as around a dozen new references.
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Probability: A Graduate Course: A Graduate Course
2013, Springer New York, Imprint: Springer
electronic resource :
in English
- 2nd ed. 2013.
1461447089 9781461447085
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Feedback?August 22, 2020 | Edited by ImportBot | import existing book |
July 6, 2019 | Created by MARC Bot | import new book |