Convergence

From the introductory chapter we remember that the basis of probability theory, the empirical basis upon which the modeling of random phenomena rests, is the stabilization of the relative frequencies. In statistics a rule of thumb is to base one’s decisio

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Allan Gut

Probability: A Graduate Course Second Edition

123

Allan Gut Department of Mathematics Uppsala University Uppsala Sweden

ISSN 1431-875X ISBN 978-1-4614-4707-8 DOI 10.1007/978-1-4614-4708-5

ISBN 978-1-4614-4708-5

(eBook)

Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2012941281 Ó Springer Science+Business Media New York 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)

Preface to the First Edition

Toss a symmetric coin twice. What is the probability that both tosses will yield a head? This is a well-known problem that anyone can solve. Namely, the probability of a head in each toss is 1=2, so the probability of two consecutive heads is 1=2  1=2 ¼ 1=4. BUT! What did we do? What is involved in the solution? What are the arguments behind our computations? Why did we multiply the two halves connected with each toss? This is reminiscent of the centipede1 who was asked by another animal how he walks; he who has so many legs, in which order does he move them as he is walking? The centipede contemplated the question for a while, but found no answer. However, from that moment on he could no longer walk. This book is written with the hope that we are not centipe