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  • Textbook
  • © 1974

Elementary Probability Theory with Stochastic Processes

Authors:

  1. Kai Lai Chung

    1. Department of Mathematics, Stanford University, Stanford, USA

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Part of the book series: Undergraduate Texts in Mathematics (UTM)

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Table of contents (8 chapters)

  1. Front Matter

    Pages i-x
    PDF

  2. Set

    • Kai Lai Chung
    Pages 1-17

  3. Probability

    • Kai Lai Chung
    Pages 18-42

  4. Counting

    • Kai Lai Chung
    Pages 43-70

  5. Random Variables

    • Kai Lai Chung
    Pages 71-110

  6. Conditioning and Independence

    • Kai Lai Chung
    Pages 111-155

  7. Mean, Variance and Transforms

    • Kai Lai Chung
    Pages 156-191

  8. Poisson and Normal Distributions

    • Kai Lai Chung
    Pages 192-239

  9. From Random Walks to Markov Chains

    • Kai Lai Chung
    Pages 240-306

  10. Back Matter

    Pages 307-325
    PDF
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About this book

In the past half-century the theory of probability has grown from a minor isolated theme into a broad and intensive discipline interacting with many other branches of mathematics. At the same time it is playing a centrat role in the mathematization of various applied sciences such as statistics, Opera­ tions research, biology, economics and psychology-to name a few to which the prefix "mathematical" has so far been firmly attached. The coming-of-age of probability has been reflected in the change of contents of textbooks on the subject. In the old days most of these books showed a visible split­ personality torn between the combinatorial games of chance and the so-called "theory of errors" centering in the normal distribution. This period ended with the appearance of Feller's dassie treatise (see [Feiler I]t) in 1950, from the manuscript of which I gave my first substantial course in probability. With the passage of time probability theory and its applications have won a place in the college curriculum as a mathematical discipline essential to many fields of study. The elements of the theory are now given at different Ievels, sometimes even before calculus. The present textbook is intended for a course at about the sophomore Ievel. It presupposes no prior acquaintance with the subject and the first three chapters can be read largely without the benefit of calculus.
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Keywords

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Authors and Affiliations

  • Department of Mathematics, Stanford University, Stanford, USA

    Kai Lai Chung

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Bibliographic Information

  • Book Title: Elementary Probability Theory with Stochastic Processes

  • Authors: Kai Lai Chung

  • Series Title: Undergraduate Texts in Mathematics

  • DOI: https://doi.org/10.1007/978-1-4757-3973-2

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1974

  • eBook ISBN: 978-1-4757-3973-2Published: 09 March 2013

  • Series ISSN: 0172-6056

  • Series E-ISSN: 2197-5604

  • Edition Number: 1

  • Number of Pages: X, 325

  • Number of Illustrations: 9 b/w illustrations

  • Topics: Quantitative Finance, Statistical Theory and Methods

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eBook USD 74.99
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  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever

Tax calculation will be finalised at checkout

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