A Course in Probability Theory, Third Edition
Author | : | |
Rating | : | 4.40 (871 Votes) |
Asin | : | 0121741516 |
Format Type | : | paperback |
Number of Pages | : | 419 Pages |
Publish Date | : | 2015-10-07 |
Language | : | English |
DESCRIPTION:
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. 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.. New in this edition is an introduction to measure theory that expands the market, as this treatment is more consistent with current courses
Kai Lai Chung is a Professor Emeritus at Stanford University and has taught probability theory for 30 years.
"Probability for pure mathematicians" according to M. Henri De Feraudy. This book assumes that you have a certain degree of mathematical maturity, but gives you very thorough proofs of the basic concepts of rigorous probability. There is no hand waving here. You are expected to have followed an introduction to measure theory. Don't expect to go through this book in a term, but when you have finished it you will be able to consider yourself to be able to come up with proofs like a mathematician. In other words it will leave you with solid foundations.I can. Marc said The structure of this book is what wins. I bought this book a long time ago and I had to brush up on some math before I dove in. I used this a self-study and it was a winner.Where this book really shines is the structure of the text and the authors writing style.Each chapter he starts with the high level, and theorems with proofs, and examples. Then he progresses deeper into the topic with both more advanced theorems, and applications.My only real complaint is that he could use a few more examples and exercises.Otherwise the. good graduate probability text This text by Chung was one of the texts that I used when I was taking a graduate course in probability at Stanford in 1975. It is carefully written but challenging. It provides good coverage of the central limit theorem, the law of large numbers and the law of the iterated logarithm. It also covers stable laws very well. The style is one of rigorous mathematics with theorems, and lemmas given with their mathematical proofs.The book was recently revised. The revised text does not chang
. About the Author Kai Lai Chung is a Professor Emeritus at Stanford University and has taught probability theory for 30 years