000 03814nam a22004335i 4500
001 978-0-387-27332-7
003 DE-He213
005 20250710083938.0
007 cr nn 008mamaa
008 100301s2005 xxu| s |||| 0|eng d
020 _a9780387273327
_a99780387273327
024 7 _a10.1007/b138932
_2doi
082 0 4 _a519.5
_223
100 1 _aGut, Allan.
_eauthor.
245 1 0 _aProbability: A Graduate Course
_h[recurso electrónico] /
_cby Allan Gut.
264 1 _aNew York, NY :
_bSpringer New York,
_c2005.
300 _aXXII, 603 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Texts in Statistics,
_x1431-875X
505 0 _aIntroductory Measure Theory -- Random Variables -- Inequalities -- Characteristic Functions -- Convergence -- The Law of Large Numbers -- The Central Limit Theorem -- The Law of the Iterated Logarithm -- Limit Theorems; Extensions and Generalizations -- Martingales.
520 _a"I know it's trivial, but I have forgotten why". This is a slightly exaggerated characterization of the unfortunate attitude of many mathematicians toward the surrounding world. The point of departure of this book is the opposite. This textbook on the theory of probability is aimed at graduate students, with the ideology 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 chapters on inequalities, characteristic functions, convergence, followed by the three main subjects, 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 main feature of this book is the combination of rigor and detail. Instead of being sketchy and leaving lots of technicalities to be filled in by the reader or as easy exercises, a more solid foundation is obtained by providing more of those not so trivial matters and by integrating some of those not so simple exercises and problems into the body of text. Some results have been given more than one proof in order to illustrate the pros and cons of different approaches. On occasion we invite the reader to minor extensions, for which the proofs reduce to minor modifications of existing ones, with the aim of creating an atmosphere of a dialogue with the reader (instead of the more typical monologue), in order to put the reader in the position to approach any other text for which a solid probabilistic foundation is necessary. Allan Gut is a professor of Mathematical Statistics at Uppsala University, Uppsala, Sweden. He is the author of the Springer monograph Stopped Random Walks (1988) and the Springer textbook An Intermediate Course in Probability (1995). His interest in attracting a more general audience to the beautiful world of probability has been manifested in his Swedish popular science book Sant eller Sannolikt ("True or Probable"), Norstedts förlag (2002).
650 0 _aSTATISTICS.
650 0 _aDISTRIBUTION (PROBABILITY THEORY).
650 0 _aMATHEMATICAL STATISTICS.
650 1 4 _aSTATISTICS.
650 2 4 _aSTATISTICAL THEORY AND METHODS.
650 2 4 _aPROBABILITY THEORY AND STOCHASTIC PROCESSES.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387228334
830 0 _aSpringer Texts in Statistics,
_x1431-875X
856 4 0 _uhttp://dx.doi.org/10.1007/b138932
_zVer el texto completo en las instalaciones del CICY
912 _aZDB-2-SMA
942 _2ddc
_cER
999 _c56659
_d56659