Kai Lai Chung Knihy

This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS

Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Probability Theory. New in this edition is an introduction to measure theory that expands the market, as this treatment is more consistent with current courses. While there are several books on probability, Chung's book is considered a classic, original work in probability theory due to its elite level of sophistication.

The book offers a comprehensive examination of Markov processes defined on a countable state space, focusing on time-homogeneous stationary chains. Written by a leading expert in the field, it presents detailed insights and analysis of the theory, making it a valuable resource for those studying stochastic processes. The depth of the content is highlighted in reviews, emphasizing its significance in the mathematical community.

This is a collection of articles by Kai Lai Chung, previously published in the series Séminaire de Probabilités of the Lecture Notes in Mathematics, published on the occasion of the 2010 conference in Hong Kong in memory of Kai Lai Chung.

Aus den Besprechungen: "Unter den zahlreichen EinfA1/4hrungen in die Wahrscheinlichkeitsrechnung bildet dieses Buch eine erfreuliche Ausnahme. Der Stil einer lebendigen Vorlesung ist A1/4ber Niederschrift und Aoebersetzung hinweg erhalten geblieben. In jedes Kapitel wird sehr anschaulich eingefA1/4hrt. Sinn und NA1/4tzlichkeit der mathematischen Formulierungen werden den Lesern nahegebracht. Die wichtigsten ZusammenhAnge sind als mathematische SAtze klar formuliert." #"FREQUENZ#"1