Probability: A Graduate Course
Publication year: 2005
ISBN: 978-0-387-27332-7
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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.
Subject: Mathematics and Statistics, Probability theory, Random variable, central limit theorem, convergence, law of large numbers, law of the iterated logarithm, martingales, mathematical statistics, measure theory
