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Asymptotic theory
This is a free, online textbook that covers the following topics:
Sequences of random variables, Limit of a sequence of random variables, Sequences of random vectors and their convergence, Pointwise convergence, Almost sure convergence, Convergence in probability, Mean-square convergence, Convergence in distribution, Relations between modes of convergence, Laws of Large Numbers, Central Limit Theorems, and Convergence of transformations....
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