A Course in Probability Theory

Front Cover
Academic Press, 2001 - Mathematics - 419 pages
2 Reviews
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.
  

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Chapter 1 Distribution function
1
Chapter 2 Measure theory
16
Chapter 3 Random variable Expectation Independence
34
Chapter 4 Convergence concepts
68
Chapter 5 Law of large numbers Random series
106
Chapter 6 Characteristic function
150
Chapter 7 Central limit theorem and its ramifications
205
Chapter 8 Random walk
263
Chapter 9 Conditioning Markov property Martingale
310
Measure and Integral
375
General Bibliography
413
Index
415
Copyright

Common terms and phrases

References to this book

All Book Search results »

About the author (2001)

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

Bibliographic information