Chung, Kai Lai 19172009
Overview
Works:  94 works in 715 publications in 6 languages and 17,331 library holdings 

Genres:  Conference papers and proceedings 
Roles:  Author, Editor, Other, Author of introduction, ed, Translator 
Classifications:  QA273, 519.2 
Publication Timeline
.
Most widely held works by
Kai Lai Chung
Elementary probability theory with stochastic processes by
Kai Lai Chung(
Book
)
73 editions published between 1974 and 2003 in 4 languages and held by 1,460 WorldCat member libraries worldwide
Set; Probability; Couting; Random variables; Conditioning and independence; Mean, variance and transforms; Poisson and normal distribution; From Random walks to markov chains
73 editions published between 1974 and 2003 in 4 languages and held by 1,460 WorldCat member libraries worldwide
Set; Probability; Couting; Random variables; Conditioning and independence; Mean, variance and transforms; Poisson and normal distribution; From Random walks to markov chains
A course in probability theory by
Kai Lai Chung(
Book
)
59 editions published between 1968 and 2011 in 3 languages and held by 1,341 WorldCat member libraries worldwide
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
59 editions published between 1968 and 2011 in 3 languages and held by 1,341 WorldCat member libraries worldwide
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
Markov chains with stationary transition probabilities by
Kai Lai Chung(
Book
)
48 editions published between 1960 and 2013 in 4 languages and held by 996 WorldCat member libraries worldwide
"This book presupposes no knowledge of Markov chains but it does assume the elements of general probability theory as given in a modern introductory course."Preface
48 editions published between 1960 and 2013 in 4 languages and held by 996 WorldCat member libraries worldwide
"This book presupposes no knowledge of Markov chains but it does assume the elements of general probability theory as given in a modern introductory course."Preface
Introduction to stochastic integration by
Kai Lai Chung(
Book
)
52 editions published between 1983 and 2014 in 4 languages and held by 747 WorldCat member libraries worldwide
The contents of this monograph approximate the lectures I gave In a graduate course at Stanford University in the first half of 1981. But the material has been thoroughly reorganized and rewritten. The purpose is to present a modern version of the theory of stochastic in tegration, comprising but going beyond the classical theory, yet stopping short of the latest discontinuous (and to some distracting) ramifications. Roundly speaking, integration with respect to a local martingale with continuous paths is the primary object of study here. We have decided to include some results requiring only right continuity of paths, in order to illustrate the general methodology. But it is possible for the reader to skip these extensions without feeling lost in a wilderness of generalities. Basic probability theory inclusive of martingales is reviewed in Chapter 1. A suitably prepared reader should begin with Chapter 2 and consult Chapter 1 only when needed. Occasionally theorems are stated without proof but the treatmcnt is aimed at selfcontainment modulo the in evitable prerequisites. With considerable regret I have decided to omit a discussion of stochastic differential equations. Instead, some other ap plications of the stochastic calculus are given; in particular Brownian local time is treated in dctail to fill an unapparent gap in the literature. x I PREFACE The applications to storage theory discussed in Section 8. 4 are based on lectures given by J. Michael Harrison in my class
52 editions published between 1983 and 2014 in 4 languages and held by 747 WorldCat member libraries worldwide
The contents of this monograph approximate the lectures I gave In a graduate course at Stanford University in the first half of 1981. But the material has been thoroughly reorganized and rewritten. The purpose is to present a modern version of the theory of stochastic in tegration, comprising but going beyond the classical theory, yet stopping short of the latest discontinuous (and to some distracting) ramifications. Roundly speaking, integration with respect to a local martingale with continuous paths is the primary object of study here. We have decided to include some results requiring only right continuity of paths, in order to illustrate the general methodology. But it is possible for the reader to skip these extensions without feeling lost in a wilderness of generalities. Basic probability theory inclusive of martingales is reviewed in Chapter 1. A suitably prepared reader should begin with Chapter 2 and consult Chapter 1 only when needed. Occasionally theorems are stated without proof but the treatmcnt is aimed at selfcontainment modulo the in evitable prerequisites. With considerable regret I have decided to omit a discussion of stochastic differential equations. Instead, some other ap plications of the stochastic calculus are given; in particular Brownian local time is treated in dctail to fill an unapparent gap in the literature. x I PREFACE The applications to storage theory discussed in Section 8. 4 are based on lectures given by J. Michael Harrison in my class
Lectures from Markov processes to Brownian motion by
Kai Lai Chung(
Book
)
18 editions published between 1981 and 1982 in English and held by 495 WorldCat member libraries worldwide
This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism.) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book as the Course, and may be considered as a general background; its specific use is limited to the mate rial on discrete parameter martingale theory cited in {sect} 1. 4. Apart from this and some dispensable references to Markov chains as examples, the book is selfcontained
18 editions published between 1981 and 1982 in English and held by 495 WorldCat member libraries worldwide
This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism.) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book as the Course, and may be considered as a general background; its specific use is limited to the mate rial on discrete parameter martingale theory cited in {sect} 1. 4. Apart from this and some dispensable references to Markov chains as examples, the book is selfcontained
Lectures on boundary theory for Markov chains by
Kai Lai Chung(
Book
)
20 editions published between 1968 and 1971 in English and held by 485 WorldCat member libraries worldwide
The boundary theory as viewed in this book is a study of Markov chains with certain infinities (discontinuities that are not jumps) in the sample functions. In the first part a simple 'boundary' is set up by a direct, intuitive method and the basic relevant sample behavior is studied. The second, more substantial part of this book deals with the analysis of the chain in relation to its menimal part and its exits and entrances to and from the boundary. (Author)
20 editions published between 1968 and 1971 in English and held by 485 WorldCat member libraries worldwide
The boundary theory as viewed in this book is a study of Markov chains with certain infinities (discontinuities that are not jumps) in the sample functions. In the first part a simple 'boundary' is set up by a direct, intuitive method and the basic relevant sample behavior is studied. The second, more substantial part of this book deals with the analysis of the chain in relation to its menimal part and its exits and entrances to and from the boundary. (Author)
From Brownian motion to Schrödinger's Equation by
Kai Lai Chung(
Book
)
23 editions published between 1995 and 2001 in English and held by 435 WorldCat member libraries worldwide
In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This selfcontained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the "explicit" rather than the "concise" where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics. A distinctive feature of the methods used is the ubiquitous appearance of stopping time. The book contains much original research by the authors (some of which published here for the first time) as well as detailed and improved versions of relevant important results by other authors, not easily accessible in existing literature
23 editions published between 1995 and 2001 in English and held by 435 WorldCat member libraries worldwide
In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This selfcontained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the "explicit" rather than the "concise" where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics. A distinctive feature of the methods used is the ubiquitous appearance of stopping time. The book contains much original research by the authors (some of which published here for the first time) as well as detailed and improved versions of relevant important results by other authors, not easily accessible in existing literature
Elementary probability theory : with stochastic processes and an introduction to mathematical finance by
Kai Lai Chung(
Book
)
21 editions published between 2003 and 2012 in English and Undetermined and held by 394 WorldCat member libraries worldwide
"This is an introductory textbook on probability theory and its applications. Basic concepts such as probability measure, random variable, distribution, and expectation are fully treated without technical complications. Both the discrete and continuous cases are covered, the elements of calculus being used in the latter case. The emphasis is on essential probabilistic reasoning, amply motivated, explained, and illustrated with a large number of carefully selected examples. Special topics include combinatorial problems, urn schemes, Poisson processes, random walks, genetic models, and Markov chains. Problems with solutions are provided at the end of each chapter. Its easy style and full discussion make this a useful text not only for mathematics and statistics majors, but also for students in engineering and physical, biological, and social sciences. This edition adds two new chapters covering applications to mathematical finance. Elements of modern portfolio and option theories are presented in a detailed and rigorous manner. The approach distinguishes this text from other more mathematically advanced treatises or more technical manuals. Kai Lai Chung is Professor Emeritus of Mathematics at Stanford University. Farid AitSahlia is a Senior Scientist with DemandTec, where he develops econometric and optimization methods for demandbased pricing models. He is also a visiting scholar in the department of statistics at Stanford University, where he obtained his Ph.D.in operations research"Publisher description
21 editions published between 2003 and 2012 in English and Undetermined and held by 394 WorldCat member libraries worldwide
"This is an introductory textbook on probability theory and its applications. Basic concepts such as probability measure, random variable, distribution, and expectation are fully treated without technical complications. Both the discrete and continuous cases are covered, the elements of calculus being used in the latter case. The emphasis is on essential probabilistic reasoning, amply motivated, explained, and illustrated with a large number of carefully selected examples. Special topics include combinatorial problems, urn schemes, Poisson processes, random walks, genetic models, and Markov chains. Problems with solutions are provided at the end of each chapter. Its easy style and full discussion make this a useful text not only for mathematics and statistics majors, but also for students in engineering and physical, biological, and social sciences. This edition adds two new chapters covering applications to mathematical finance. Elements of modern portfolio and option theories are presented in a detailed and rigorous manner. The approach distinguishes this text from other more mathematically advanced treatises or more technical manuals. Kai Lai Chung is Professor Emeritus of Mathematics at Stanford University. Farid AitSahlia is a Senior Scientist with DemandTec, where he develops econometric and optimization methods for demandbased pricing models. He is also a visiting scholar in the department of statistics at Stanford University, where he obtained his Ph.D.in operations research"Publisher description
Markov processes, Brownian motion, and time symmetry by
Kai Lai Chung(
Book
)
34 editions published between 2004 and 2013 in English and Spanish and held by 304 WorldCat member libraries worldwide
From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a onesemester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal{u2026}The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text
34 editions published between 2004 and 2013 in English and Spanish and held by 304 WorldCat member libraries worldwide
From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a onesemester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal{u2026}The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text
Green, Brown, and probability & Brownian motion on the line by
Kai Lai Chung(
Book
)
20 editions published in 2002 in English and held by 261 WorldCat member libraries worldwide
20 editions published in 2002 in English and held by 261 WorldCat member libraries worldwide
PaoLu Hsü collected papers by
Baolu Xu(
Book
)
9 editions published between 1982 and 1983 in English and held by 238 WorldCat member libraries worldwide
9 editions published between 1982 and 1983 in English and held by 238 WorldCat member libraries worldwide
Green, Brown, and probability by
Kai Lai Chung(
Book
)
16 editions published between 1995 and 2002 in English and held by 213 WorldCat member libraries worldwide
This volume shows modern probabilistic methods in action: Brownian Motion Process as applied to the electrical phenomena investigated by Green et al., beginning with the NewtonCoulomb potential and ending with solutions by first and last exits of Brownian paths from conductors
16 editions published between 1995 and 2002 in English and held by 213 WorldCat member libraries worldwide
This volume shows modern probabilistic methods in action: Brownian Motion Process as applied to the electrical phenomena investigated by Green et al., beginning with the NewtonCoulomb potential and ending with solutions by first and last exits of Brownian paths from conductors
Four papers on probability by
Kai Lai Chung(
Book
)
21 editions published between 1951 and 1971 in 3 languages and held by 183 WorldCat member libraries worldwide
21 editions published between 1951 and 1971 in 3 languages and held by 183 WorldCat member libraries worldwide
Seminar on Stochastic Processes, 1981 by
E Çınlar(
Book
)
17 editions published between 1981 and 1988 in English and Undetermined and held by 171 WorldCat member libraries worldwide
This volume consists of about half of the papers presented during a threeday seminar on stochastic processes held at Northwestern University in April 1981. The aim of the seminar was to bring together a small group of kindred spirits working on stochastic processes and to provide an informal atmosphere for them to discuss their current work. We plan to hold such a seminar once a year, with slight variations in emphasis to reflect the changing concerns and interests within the field. The invited participants in this year's seminar were J. AZEMA, R.M. BLUMENTHAL, R. CARMONA, K.L. CHUNG, R.K. GETOOR, J. JACOD, F. KNIGHT, S. OREY, A.O. PITTENGER, J. PITMAN, P. PROTTER, M.K. RAO, M. SHARPE, and J. WALSH. We thank them and other participants for the productive liveliness of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other papers having been already committed to otherpublications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 800252. We are grateful to them as well as the publisher, Birkhauser Boston, for their support and encouragement
17 editions published between 1981 and 1988 in English and Undetermined and held by 171 WorldCat member libraries worldwide
This volume consists of about half of the papers presented during a threeday seminar on stochastic processes held at Northwestern University in April 1981. The aim of the seminar was to bring together a small group of kindred spirits working on stochastic processes and to provide an informal atmosphere for them to discuss their current work. We plan to hold such a seminar once a year, with slight variations in emphasis to reflect the changing concerns and interests within the field. The invited participants in this year's seminar were J. AZEMA, R.M. BLUMENTHAL, R. CARMONA, K.L. CHUNG, R.K. GETOOR, J. JACOD, F. KNIGHT, S. OREY, A.O. PITTENGER, J. PITMAN, P. PROTTER, M.K. RAO, M. SHARPE, and J. WALSH. We thank them and other participants for the productive liveliness of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other papers having been already committed to otherpublications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 800252. We are grateful to them as well as the publisher, Birkhauser Boston, for their support and encouragement
Chance & choice : memorabilia by
Kai Lai Chung(
Book
)
20 editions published between 2004 and 2005 in English and Undetermined and held by 170 WorldCat member libraries worldwide
"This book begins with a historical essay entitled "Will the Sun Rise Again?" and ends with a general address entitled "Mathematics and Applications". The articles cover an interesting range of topics: combinatoric probabilities, classical limit theorems, Markov chains and processes, potential theory, Brownian motion, SchrodingerFeynman problems, etc. They include many addresses presented at international conferences and special seminars, as well as memorials to and reminiscences of prominent contemporary mathematicians and reviews of their works. Rare old photos of many of them enliven the book."Jacket
20 editions published between 2004 and 2005 in English and Undetermined and held by 170 WorldCat member libraries worldwide
"This book begins with a historical essay entitled "Will the Sun Rise Again?" and ends with a general address entitled "Mathematics and Applications". The articles cover an interesting range of topics: combinatoric probabilities, classical limit theorems, Markov chains and processes, potential theory, Brownian motion, SchrodingerFeynman problems, etc. They include many addresses presented at international conferences and special seminars, as well as memorials to and reminiscences of prominent contemporary mathematicians and reviews of their works. Rare old photos of many of them enliven the book."Jacket
Introduction to random time and quantum randomness by
Kai Lai Chung(
Book
)
21 editions published in 2003 in English and held by 164 WorldCat member libraries worldwide
"This book is made up of two essays on the role of time in probability and quantum physics. In the first one, K. L. Chung explains why, in his view, probability theory starts where random time appears. This idea is illustrated in various probability schemes and the deep impact of those random times on the theory of the stochastic process is shown." "In the second essay JC Zambrini shows why quantum physics is not a regular probabilistic theory, but also why stochastic analysis provides new tools for analyzing further the meaning of Feynman's path integral approach and a number of foundational issues of quantum physics far beyond what is generally considered. The role of the time parameter, in this theory, is critically reexamined and a fresh way to approach the longstanding problem of the quantum time observable is suggested."BOOK JACKET
21 editions published in 2003 in English and held by 164 WorldCat member libraries worldwide
"This book is made up of two essays on the role of time in probability and quantum physics. In the first one, K. L. Chung explains why, in his view, probability theory starts where random time appears. This idea is illustrated in various probability schemes and the deep impact of those random times on the theory of the stochastic process is shown." "In the second essay JC Zambrini shows why quantum physics is not a regular probabilistic theory, but also why stochastic analysis provides new tools for analyzing further the meaning of Feynman's path integral approach and a number of foundational issues of quantum physics far beyond what is generally considered. The role of the time parameter, in this theory, is critically reexamined and a fresh way to approach the longstanding problem of the quantum time observable is suggested."BOOK JACKET
Seminar on Stochastic Processes, 1982 by
Seminar on Stochastic Processes(
Book
)
12 editions published in 1983 in English and Undetermined and held by 146 WorldCat member libraries worldwide
This volume consists of about half of the papers presented during a threeday seminar on stochastic processes held at Northwestern University in March 1982. This was the second of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The invited participants in this year's seminar were B. ATKINSON, R. BASS, K. BICHTELER, D. BURKHOLDER, K.L. CHUNG, J.L. DOOB, C. DOLEANSDADE, H. FOLLMER, R.K. GETOOR, J. GLOVER, J. MITRO, D. MONRAD, E. PERKINS, J. PITMAN, Z. POPSTOJANOVIC, M.J. SHARPE, and J. WALSH. We thank them and the other participants for the lively atmosphere of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other work having been committed to other publications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 800252A. We are grateful to them as well as the publisher, Birkhauser, Boston, for their support and encouragement. E.C., Evanston, 1983 Seminar on stochastic Processes, 1982 Birkhauser, Boston, 1983 GERM FIELDS AND A CONVERSE TO THE STRONG MARKOV PROPERTY by BRUCE W. ATKINSON 1. Introduction The purpose of this paper is to give an intrinsic characterization of optional (i.e., stopping) times for the general germ Markov process, which includes the general right process as a special case. We proceed from the general to the specific
12 editions published in 1983 in English and Undetermined and held by 146 WorldCat member libraries worldwide
This volume consists of about half of the papers presented during a threeday seminar on stochastic processes held at Northwestern University in March 1982. This was the second of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The invited participants in this year's seminar were B. ATKINSON, R. BASS, K. BICHTELER, D. BURKHOLDER, K.L. CHUNG, J.L. DOOB, C. DOLEANSDADE, H. FOLLMER, R.K. GETOOR, J. GLOVER, J. MITRO, D. MONRAD, E. PERKINS, J. PITMAN, Z. POPSTOJANOVIC, M.J. SHARPE, and J. WALSH. We thank them and the other participants for the lively atmosphere of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other work having been committed to other publications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 800252A. We are grateful to them as well as the publisher, Birkhauser, Boston, for their support and encouragement. E.C., Evanston, 1983 Seminar on stochastic Processes, 1982 Birkhauser, Boston, 1983 GERM FIELDS AND A CONVERSE TO THE STRONG MARKOV PROPERTY by BRUCE W. ATKINSON 1. Introduction The purpose of this paper is to give an intrinsic characterization of optional (i.e., stopping) times for the general germ Markov process, which includes the general right process as a special case. We proceed from the general to the specific
Seminar on Stochastic Processes, 1983 by
E Çınlar(
Book
)
13 editions published between 1984 and 1986 in English and Undetermined and held by 142 WorldCat member libraries worldwide
This volume consists of about half of the papers presented during a threeday seminar on stochastic processes. The seminar was the third of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The previous two seminars were held at Northwesterr. University, Evanston. This one was held at the University of Florida, Gainesville. The invited participants in the seminar were B. ATKINSON, K.L. CHUNG, C. DELLACHERIE, J.L. DOOB, E.B. DYNKIN, N. FALKNER, R.K. GETOOR, J. GLOVER, T. JEULIN, H. KASPI, T. McCONNELL, J. MITRO, E. PERKINS, Z. POPSTOJANOVIC, M. RAO, L.C.G. ROGERS, P. SALMINEN, M.J. SHARPE, S.R.S. VARADHAN, and J. WALSH. We thank them and the other participants for the lively atmosphere they have created. The seminar was made possible through the generous supports of the University of Florida, Department of Mathematics, and the Air Force Office of Scientific Research, Grant No. 820189, to Northwestern University. We are grateful for their support. Finally, we thank Professors Zoran POPSTOJANOVIC and Murali RAO for their time, effort, and kind hospitality in the organization of the seminar and during our stay in Gainesville
13 editions published between 1984 and 1986 in English and Undetermined and held by 142 WorldCat member libraries worldwide
This volume consists of about half of the papers presented during a threeday seminar on stochastic processes. The seminar was the third of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The previous two seminars were held at Northwesterr. University, Evanston. This one was held at the University of Florida, Gainesville. The invited participants in the seminar were B. ATKINSON, K.L. CHUNG, C. DELLACHERIE, J.L. DOOB, E.B. DYNKIN, N. FALKNER, R.K. GETOOR, J. GLOVER, T. JEULIN, H. KASPI, T. McCONNELL, J. MITRO, E. PERKINS, Z. POPSTOJANOVIC, M. RAO, L.C.G. ROGERS, P. SALMINEN, M.J. SHARPE, S.R.S. VARADHAN, and J. WALSH. We thank them and the other participants for the lively atmosphere they have created. The seminar was made possible through the generous supports of the University of Florida, Department of Mathematics, and the Air Force Office of Scientific Research, Grant No. 820189, to Northwestern University. We are grateful for their support. Finally, we thank Professors Zoran POPSTOJANOVIC and Murali RAO for their time, effort, and kind hospitality in the organization of the seminar and during our stay in Gainesville
Selected works of Kai Lai Chung by
Kai Lai Chung(
Book
)
12 editions published in 2008 in English and Undetermined and held by 79 WorldCat member libraries worldwide
This unique volume presents a collection of the extensive journal publications written by Kai Lai Chung over a span of 70odd years. It is produced to celebrate his 90th birthday. The selection is only a subset of the many contributions that he has made throughout his prolific career. Another volume, Chance and Choice, published by World Scientific in 2004, contains yet another subset, with four articles in common with this volume. Kai Lai Chung's research contributions have had a major influence on several areas in probability. Among his most significant works are those related to sums of independent random variables, Markov chains, time reversal of Markov processes, probabilistic potential theory, Brownian excursions, and gauge theorems for the Schrd̲inger equation
12 editions published in 2008 in English and Undetermined and held by 79 WorldCat member libraries worldwide
This unique volume presents a collection of the extensive journal publications written by Kai Lai Chung over a span of 70odd years. It is produced to celebrate his 90th birthday. The selection is only a subset of the many contributions that he has made throughout his prolific career. Another volume, Chance and Choice, published by World Scientific in 2004, contains yet another subset, with four articles in common with this volume. Kai Lai Chung's research contributions have had a major influence on several areas in probability. Among his most significant works are those related to sums of independent random variables, Markov chains, time reversal of Markov processes, probabilistic potential theory, Brownian excursions, and gauge theorems for the Schrd̲inger equation
Introduction to Random Time and Quantum Randomness (New Edition) by
Kai Lai Chung(
)
2 editions published in 2003 in English and held by 0 WorldCat member libraries worldwide
This book is made up of two essays on the role of time in probability and quantum physics. In the first one, K L Chung explains why, in his view, probability theory starts where random time appears. This idea is illustrated in various probability schemes and the deep impact of those random times on the theory of the stochastic process is shown. In the second essay JC Zambrini shows why quantum physics is not a regular probabilistic theory, but also why stochastic analysis provides new tools for analyzing further the meaning of Feynman's path integral approach and a number of foundational issu
2 editions published in 2003 in English and held by 0 WorldCat member libraries worldwide
This book is made up of two essays on the role of time in probability and quantum physics. In the first one, K L Chung explains why, in his view, probability theory starts where random time appears. This idea is illustrated in various probability schemes and the deep impact of those random times on the theory of the stochastic process is shown. In the second essay JC Zambrini shows why quantum physics is not a regular probabilistic theory, but also why stochastic analysis provides new tools for analyzing further the meaning of Feynman's path integral approach and a number of foundational issu
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Related Identities
 Williams, R. J. (Ruth J.) 1955 Editor
 Çınlar, E. (Erhan) 1941 Other Author Editor
 Zambrini, JeanClaude Author
 Getoor, R. K. (Ronald Kay) 19292017 Other Author Editor
 AitSahlia, Farid
 Hsu, Elton P. 1959
 Walsh, John B.
 Zhao, Zhongxin 1942
 Meyer, PaulAndré
 Glover, J. Other Author Editor
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Associated Subjects
Boundary value problems Brownian motion processes Canada Chemistry Distribution (Probability theory) Finance Markov processes Martingales (Mathematics) Mathematical physics Mathematical statistics Mathematicians Mathematics Potential theory (Mathematics) Probabilities Quantum chaos Random fields Random variables Schrödinger equation Scientists Stationary processes Stochastic integrals Stochastic processes United States
Alternative Names
Chung, K. 19172009
Chung, K.L.
Chung K. L. 1917....
Chung, K.L. 19172009
Chung, K. L. (Kai Lai), 1917
Chung, K. L. (Kai Lai), 19172009
Chung, Kai 19172009
Chung, Kai L.
Chung, Kai L. 19172009
Chung, Kai Lai
Chung Kai Lai 1917....
Chung, KaiLai 19172009
Chung Kailai American mathematician
Chung Kailai Amerikaans wiskundige (19172009)
Chung Kailai amerikansk matematikar
Chung Kailai amerikansk matematiker
Chung Kailai matemàtic estatunidenc
Chung Kailai matemático estadounidense
Chung Kailai matematico statunitense
Chung Kailai mathématicien américain
Chung, Kailai
Chzhun, Kaĭlaĭ 19172009
Čžun, K.
Čžun, K. 19172009
Čžun, Kajlaj.
Kai Lai Chung.
Kai Lai, Chung 1917
Kai, Lai Chung 19172009
Kai Lai Chung USamerikanischer Mathematiker
Kailai, Zhong 1917
Zhong Kai Lai 1917....
Zhong, Kailai
Zhong, Kailai 1917
Чжун, К 19172009
Чжун, К. (Кай Лай), 19172009
Чжун, К. Л 19172009
Чжун, К. Л. (Кай Лай), 19172009
锺 開 萊 1917....
钟开莱 美国数学家
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