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A Course in Probability Theory, Revised Editionby Kai Lai Chung
Synopses & Reviews
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.
Book News Annotation:
A text for a probability course, popular since publication of the first edition in 1968. Coverage includes distribution function, measure theory, random variables and properties of mathematical expectation, convergence concepts, the law of large numbers, and random series. Other topics covered include characteristic function, central limit theorem and its ramifications, random walk, conditioning, Markov property, and properties of super- and submartingales. This third edition contains new material on measure and integral. The author is affiliated with Stanford University.
Annotation c. Book News, Inc., Portland, OR (booknews.com)
This book is designed for undergraduate programs and students and can also be used as a first-year graduate text in probability. It offers a broad perspective, building on the synopsis of measure and integration offered in Chapter two.
About the Author
Kai Lai Chung is a Professor Emeritus at Stanford University and has taught probability theory for 30 years.
Stanford University, California, U.S.A.
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