An Intermediate Course in Probability                                                                                                                                                                                                                                                        Series:                                                                        Springer Texts in Statistics                                                Gut, Allan        2nd ed., 2009, XIV, 302 p., Hardcover ISBN: 978-1-4419-0161-3         Online version available                                                                                 Usually dispatched between 3 to 5 business days

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                                                                                                                                                About this textbook                                               
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                Table of contents
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                Sample pages
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                Reviews
           
                                                                                                                                                                        About this textbook       
                        The purpose of this book is to provide thereader with a solid background and understanding of the basic resultsand methods in probability theory before entering into more advancedcourses. The first six chapters focus on some central areas of whatmight be called pure probability theory: multivariate random variables,conditioning, transforms, order variables, the multivariate normaldistribution, and convergence. A final chapter is devoted to thePoisson process as a means both to introduce stochastic processes andto 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, thepresentation is thorough and includes many examples that are discussedin detail. Thus, students considering more advanced research inprobability theory will benefit from this wide-ranging survey of thesubject that provides them with a foretaste of the subject's manytreasures.
The present second edition offers updated content, one hundredadditional problems for solution, and a new chapter that provides anoutlook on further areas and topics, such as stable distributions anddomains of attraction, extreme value theory and records, andmartingales. The main idea is that this chapter may serve as anappetizer to the more advanced theory.
Allan Gut is Professor of Mathematical Statistics at UppsalaUniversity, Uppsala, Sweden. He is a member of the InternationalStatistical Institute, the Bernoulli Society, the Institute ofMathematical Statistics, and the Swedish Statistical Society. He is anAssociate Editor of the Journal of Statistical Planning and Inference and Sequential Analysis, a former Associate Editor of the Scandinavian Journal of Statistics, and the author of five other books including Probability: A Graduate Course (Springer, 2005) and Stopped Random Walks: Limit Theorems and Applications, Second Edition (Springer, 2009).

Written for:
Students, self-study
        Keywords:

• Poisson process
• Probability theory
• limit theorems
• multivariate random variables
• transforms