Asymptotic Theory of Statistics and Probability








This book developed out of my year-long course on asymptotic theory at Purdue University. To some extent, the topics coincide with what I cover in that course. There are already a number of well-known books on asymptotics. This book is quite different. It covers more topics in one source than are available in any other single book on asymptotic theory. Numerous topics covered in this book are available in the literature in a scattered manner, and they are brought together under one umbrella in this book. Asymptotic theory is a central unifying theme in probability and statistics. My main goal in writing this book is to give its readers a feel for the incredible scope and reach of asymptotics. I have tried to write this book in a way that is accessible and to make the reader appreciate the beauty of theory and the insights that only theory can provide.