WorldCat Identities

Chung, Kai Lai 1917-2009

Overview
Works: 76 works in 505 publications in 5 languages and 12,841 library holdings
Genres: Conference proceedings 
Roles: Editor, Translator
Classifications: QA273, 519.2
Publication Timeline
Key
Publications about  Kai Lai Chung Publications about Kai Lai Chung
Publications by  Kai Lai Chung Publications by Kai Lai Chung
posthumous Publications by Kai Lai Chung, published posthumously.
Most widely held works by Kai Lai Chung
A course in probability theory by Kai Lai Chung ( Book )
51 editions published between 1968 and 2009 in 4 languages and held by 1,916 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
Elementary probability theory with stochastic processes by Kai Lai Chung ( Book )
44 editions published between 1974 and 2003 in 3 languages and held by 1,322 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
Markov chains with stationary transition probabilities by Kai Lai Chung ( Book )
26 editions published between 1960 and 1967 in English and Russian and held by 945 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."--Pref
Chance & choice memorabilia by Kai Lai Chung ( )
14 editions published between 2004 and 2005 in English and held by 932 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 book
Introduction to random time and quantum randomness by Kai Lai Chung ( )
22 editions published between 2001 and 2003 in English and held by 928 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 ( )
14 editions published in 2002 in English and held by 864 WorldCat member libraries worldwide
Introduction to stochastic integration by Kai Lai Chung ( Book )
27 editions published between 1983 and 2014 in 3 languages and held by 826 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
Markov processes, Brownian motion, and time symmetry by Kai Lai Chung ( )
27 editions published between 2004 and 2010 in English and held by 629 WorldCat member libraries worldwide
Lectures on boundary theory for Markov chains by Kai Lai Chung ( Book )
16 editions published between 1968 and 1970 in English and Undetermined and held by 478 WorldCat member libraries worldwide
Lectures from Markov processes to Brownian motion by Kai Lai Chung ( Book )
15 editions published between 1981 and 1982 in English and held by 475 WorldCat member libraries worldwide
Selected works of Kai Lai Chung by Kai Lai Chung ( )
7 editions published in 2008 in English and held by 450 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
From Brownian motion to Schrödinger's Equation by Kai Lai Chung ( Book )
19 editions published between 1995 and 2001 in English and held by 426 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
Elementary probability theory : with stochastic processes and an introduction to mathematical finance by Kai Lai Chung ( Book )
16 editions published between 2003 and 2011 in English and held by 364 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
Pao-Lu Hsü collected papers by Baolu Xu ( Book )
7 editions published between 1982 and 1983 in English and held by 231 WorldCat member libraries worldwide
Green, Brown, and probability by Kai Lai Chung ( Book )
8 editions published between 1995 and 2002 in English and held by 204 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
Seminar on Stochastic Processes, 1981 by E Çınlar ( Book )
12 editions published between 1981 and 1988 in English and Undetermined and held by 175 WorldCat member libraries worldwide
Four papers on probability by Kai Lai Chung ( Book )
12 editions published between 1951 and 1971 in English and Undetermined and held by 151 WorldCat member libraries worldwide
Seminar on Stochastic Processes, 1982 by E Çınlar ( Book )
9 editions published in 1983 in English and Undetermined and held by 151 WorldCat member libraries worldwide
Seminar on Stochastic Processes, 1983 by E Çınlar ( Book )
11 editions published in 1984 in English and Undetermined and held by 146 WorldCat member libraries worldwide
Seminar on Stochastic Processes, 1984 by E Çınlar ( Book )
10 editions published in 1986 in English and Undetermined and held by 145 WorldCat member libraries worldwide
 
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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. 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. (Кай Лай), 1917-2009
Чжун, К. Л. (Кай Лай), 1917-2009
锺 開 萊 1917-....
Languages
English (347)
German (3)
Russian (3)
Italian (2)
Chinese (1)
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