A Course in Probability Theory, Revised Edition / Edition 2

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Overview

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.

Audience: Senior undergraduate and graduate students and professional statisticians.

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Editorial Reviews

Booknews
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)
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Product Details

  • ISBN-13: 9780121741518
  • Publisher: Elsevier Science
  • Publication date: 10/1/2000
  • Edition description: REVISED
  • Edition number: 2
  • Pages: 419
  • Sales rank: 1,241,687
  • Product dimensions: 0.89 (w) x 6.00 (h) x 9.00 (d)

Meet the Author

Kai Lai Chung is a Professor Emeritus at Stanford University and has taught probability theory for 30 years.
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