Böcker av Christopher G. (University of Waterloo Small

Providing a toolkit of analytical methods, this book shows how asymptotics, when coupled with numerical methods, becomes a powerful way to acquire a deeper understanding of the techniques used in probability and statistics.

Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.