TY - BOOK AU - Gut,Allan ED - SpringerLink (Online service) TI - Probability: A Graduate Course: A Graduate Course T2 - Springer Texts in Statistics, SN - 9781461447085 AV - QA273.A1-274.9 U1 - 519.2 23 PY - 2013/// CY - New York, NY PB - Springer New York, Imprint: Springer KW - Mathematics KW - Probabilities KW - Statistics KW - Probability Theory and Stochastic Processes KW - Statistical Theory and Methods KW - Statistics, general N1 - 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 N2 - 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 UR - http://dx.doi.org/10.1007/978-1-4614-4708-5 ER -