TY  - BOOK
AU  - Gut,Allan
TI  - Probability: a graduate course
T2  - Springer Texts in Statistics
SN  - 9781461447078
U1  - 519.2 23rd.
PY  - 2013///
CY  - New York
PB  - Springer
KW  - Mathematics
KW  - Probability & Statistics
KW  - Probabilities
KW  - Stochastic Processes
N1  - Includes index and references; Introductory 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
N2  - 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
ER  -