
This textbook on the theory of probability 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.
- Series: Springer Texts in Statistics
- Hardcover: 625 pages
- Publisher: Springer; 1 edition (February 28, 2005)
- Language: English
- ISBN-10: 0387228330
- ISBN-13: 978-0387228334
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