An Intermediate Course In Probability Pdf
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An Intermediate Course in Probability
Author: Allan Gut
language: en
Publisher: Springer Science & Business Media
Release Date: 2009-06-06
This is the only book that gives a rigorous and comprehensive treatment with lots of examples, exercises, remarks on this particular level between the standard first undergraduate course and the first graduate course based on measure theory. There is no competitor to this book. The book can be used in classrooms as well as for self-study.
Introduction To Probability, An: With Mathematica® (Second Edition)
This edition covers the standard materials to be expected in a course from a calculus-based course in probability. A new chapter is added to cover exchangeability, embedding, and Monte Carlo simulation.
Probability
Author: Allan Gut
language: en
Publisher: Springer Science & Business Media
Release Date: 2013
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.