An intermediate course in probability /

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Bibliographic Details
Author / Creator:Gut, Allan, 1944-
Edition:2nd ed.
Imprint:Dordrecht ; New York : Springer, c2009.
Description:1 online resource (xv, 303 p.) : ill.
Language:English
Series:Springer texts in statistics
Springer texts in statistics.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8892159
Hidden Bibliographic Details
ISBN:9781441901620
1441901620
Notes:Includes bibliographical references and index.
Description based on print version record.
Summary:The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses. The first six chapters focus on some central areas of what might be called pure probability theory: multivariate random variables, conditioning, transforms, order variables, the multivariate normal distribution, and convergence. A final chapter is devoted to the Poisson process as a means both to introduce stochastic processes and to apply many of the techniques introduced earlier in the text. Students are assumed to have taken a first course in probability, though no knowledge of measure theory is assumed. Throughout, the presentation is thorough and includes many examples that are discussed in detail. Thus, students considering more advanced research in probability theory will benefit from this wide-ranging survey of the subject that provides them with a foretaste of the subject's many treasures ...
Other form:Print version: Gut, Allan, 1944- Intermediate course in probability. 2nd ed. Dordrecht ; New York : Springer, c2009 9781441901613 1441901612

MARC

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