A Course in Probability Theory

by Kai Lai Chung

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.

Product Details

ISBN-13:	9780080522982
Publisher:	Elsevier Science & Technology Books
Publication date:	10/17/2000
Sold by:	Barnes & Noble
Format:	eBook
Pages:	419
File size:	10 MB

About the Author

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

Table of Contents

Preface. Distribution Function. Measure Theory. Random Variable. Expectation. Independence. Convergence Concepts. Law of Large Numbers. Random Series. Characteristic Function. Central Limit Theorem and Its Ramifications. Random Walk. Conditioning. Markov Property. Martingale. General Bibliography. Index.

Editorial Reviews

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)

Booknews