Overview
- Covers probability from a very applied perspective
- Many exercises involve mathematical modeling of random phenomena in very practical fields, including insurance/actuarial and the life sciences/biomedicine
- Second edition comprehensively updated, including all new exercises
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Texts in Statistics (STS, volume 75)
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Table of contents (10 chapters)
Keywords
About this book
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.
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 Rădulescu, zbMATH, Vol. 1267, 2013)Authors and Affiliations
About the author
Bibliographic Information
Book Title: Probability: A Graduate Course
Authors: Allan Gut
Series Title: Springer Texts in Statistics
DOI: https://doi.org/10.1007/978-1-4614-4708-5
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Science+Business Media New York 2013
Hardcover ISBN: 978-1-4614-4707-8Published: 17 October 2012
Softcover ISBN: 978-1-4899-9755-5Published: 09 November 2014
eBook ISBN: 978-1-4614-4708-5Published: 17 October 2012
Series ISSN: 1431-875X
Series E-ISSN: 2197-4136
Edition Number: 2
Number of Pages: XXVI, 602
Topics: Probability Theory and Stochastic Processes, Statistical Theory and Methods, Statistics, general