WorldCat Identities

Chung, Kai Lai 1917-2009

Overview
Works: 75 works in 515 publications in 4 languages and 14,085 library holdings
Genres: Conference proceedings 
Roles: Author, Editor, Translator, edi
Classifications: QA273, 519.2
Publication Timeline
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Most widely held works about Kai Lai Chung
 
Most widely held works by Kai Lai Chung
A course in probability theory by Kai Lai Chung( )
48 editions published between 1968 and 2009 in 3 languages and held by 2,151 WorldCat member libraries worldwide
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
Elementary probability theory with stochastic processes by Kai Lai Chung( Book )
76 editions published between 1974 and 2011 in 4 languages and held by 1,847 WorldCat member libraries worldwide
This is a fourth edition of a classic reference on probability theory. Among the numerous introductions to the subject, this one covers a wide range of topics. For this edition, two chapters have been added on mathematical finance
Chance & choice memorabilia by Kai Lai Chung( )
16 editions published between 2004 and 2005 in English and held by 1,195 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, Schrödinger-Feynman 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 bo
Introduction to random time and quantum randomness by Kai Lai Chung( )
22 editions published between 2001 and 2003 in English and held by 1,183 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 J.-C. 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 re-examined and a fresh way to approach the long-standing problem of the quantum time observable is suggested
Green, Brown, and probability & Brownian motion on the line by Kai Lai Chung( )
26 editions published between 1995 and 2002 in English and held by 1,113 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 Newton-Coulomb potential and ending with solutions by first and last exits of Brownian paths from conductors
Markov chains with stationary transition probabilities by Kai Lai Chung( Book )
31 editions published between 1960 and 1967 in English and German 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 )
34 editions published between 1983 and 2014 in 3 languages and held by 955 WorldCat member libraries worldwide
A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability. Using the modern approach, the stochastic integral is defined for predictable integrands and local martingales; then Its change of variable formula is developed for continuous martingales. Applications include a characterization of Brownian motion, Hermite polynomials of martingales, the Feynman-Kac functional and Schrdinger equation. For Brownian motion, the topics of local time, reflected Brownian motion, and time change are discussed. New to the second edition are a discussion of the Cameron-Martin-Girsanov transformation and a final chapter which provides an introduction to stochastic differential equations, as well as many exercises for classroom use. This book will be a valuable resource to all mathematicians, statisticians, economists, and engineers employing the modern tools of stochastic analysis. The text also proves that stochastic integration has made an important impact on mathematical progress over the last decades and that stochastic calculus has become one of the most powerful tools in modern probability theory. Journal of the American Statistical Association An attractive textwritten in [a] lean and precise styleeminently readable. Especially pleasant are the care and attention devoted to details A very fine book. Mathematical Reviews
Selected works of Kai Lai Chung by Kai Lai Chung( )
8 editions published in 2008 in English and held by 679 WorldCat member libraries worldwide
This unique volume presents a collection of the extensive journal publications written by Kai Lai Chung over a span of 70-odd 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 Schrdinger equation
Markov processes, Brownian motion, and time symmetry by Kai Lai Chung( )
29 editions published between 2004 and 2010 in English and held by 653 WorldCat member libraries worldwide
Lectures from Markov processes to Brownian motion by Kai Lai Chung( Book )
14 editions published between 1981 and 1982 in English and held by 489 WorldCat member libraries worldwide
Lectures on boundary theory for Markov chains by Kai Lai Chung( Book )
18 editions published between 1968 and 1971 in English and Undetermined and held by 477 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 )
20 editions published between 1995 and 2012 in English and held by 440 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 self-contained 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
Pao-Lu Hsü collected papers by Baolu Xu( Book )
9 editions published between 1982 and 1983 in English and held by 236 WorldCat member libraries worldwide
Four papers on probability by Kai Lai Chung( Book )
15 editions published between 1951 and 1971 in 3 languages and held by 179 WorldCat member libraries worldwide
Seminar on Stochastic Processes, 1981 by E Çınlar( Book )
7 editions published in 1981 in English and held by 161 WorldCat member libraries worldwide
Seminar on Stochastic Processes, 1982 by E Çınlar( Book )
5 editions published in 1983 in English and held by 142 WorldCat member libraries worldwide
Seminar on Stochastic Processes, 1985 by 1985, Evanston, Ill.; Gainesville, Fla.) Seminar on Stochastic Processes (5( Book )
6 editions published in 1986 in English and Italian and held by 134 WorldCat member libraries worldwide
Seminar on Stochastic Processes, 1983 by E Çınlar( Book )
7 editions published in 1984 in English and held by 128 WorldCat member libraries worldwide
Seminar on Stochastic Processes, 1984 by E Çınlar( Book )
5 editions published in 1986 in English and held by 126 WorldCat member libraries worldwide
Seminar on Stochastic Processes, 1991 by E Çınlar( Book )
6 editions published in 1992 in English and held by 97 WorldCat member libraries worldwide
 
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Audience level: 0.64 (from 0.10 for Chung, Kai ... to 0.89 for Pao-Lu Hsu ...)
Alternative Names
Chung, K. 1917-2009
Chung, K. L.
Chung K. L. 1917-....
Chung, K. L. 1917-2009
Chung, K. L. (Kai Lai), 1917-
Chung, K. L. (Kai Lai), 1917-2009.
Chung, Kai 1917-2009
Chung, Kai L.
Chung, Kai L. 1917-2009
Chung, Kai Lai
Chung Kai Lai 1917-....
Chung, Kai-Lai 1917-2009
Chung, Kailai
Chzhun, Kaĭ-laĭ 1917-2009
Čžun, K.
Čžun, K. 1917-2009
Čžun, Kaj-laj.
Kai Lai Chung.
Kai Lai, Chung 1917-
Kai, Lai Chung 1917-2009
Kailai, Zhong 1917-
Zhong Kai Lai 1917-....
Zhong, Kailai
Zhong, Kailai 1917-
Чжун, К 1917-2009
Чжун, К. (Кай Лай), 1917-2009
Чжун, К. Л 1917-2009
Чжун, К. Л. (Кай Лай), 1917-2009
锺 開 萊 1917-....
Languages
English (375)
German (13)
Italian (5)
Chinese (2)
Covers