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.

A Course in Probability Theory, Third Edition

Science & Math

Chung, Kai Lai

Mathematics

Academic Press

This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious exceptions they are neither profound nor trivial, and hints and comments are appended to many of them. If they tend to be somewhat inbred, at least they are relevant to the text and should help in its digestion. As a bold venture I have marked a few of them with a * to indicate a "must", although no rigid standard of selection has been used. Some of these are needed in the book, but in any case the reader's study of the text will be more complete after he has tried at least those problems.

A Course in Probability Theory

From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.

Markov Processes, Brownian Motion, and Time Symmetry (Grundlehren der mathematischen Wissenschaften, 249)

Walsh, John B.

Springer

This is a used like new Hardcover book. The book is perfect and immaculate. 100% satisfaction guaranteed or you get all your money back. We apply no-hassle return policy. With 20,000 + customers satisfaction, we ship within 1 to 2 business days with free tracking. Same day shipping also available for orders placed before 1:00 pm Central time.

Elementary probability theory with stochastic processes (Undergraduate texts in mathematics)

Springer, Verlag

Elementary Probability Theory with Stochastic Processes

Elementary Probability Theory With Stochastic Processes. (Undergraduate Texts in Mathematics)

This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS

Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance (Undergraduate Texts in Mathematics)

Business & Money

AitSahlia, Farid

Finance

The description for this book, Lectures on Boundary Theory for Markov Chains. (AM-65), Volume 65, will be forthcoming.

Lectures on Boundary Theory for Markov Chains. (AM-65), Volume 65 (Annals of Mathematics Studies, 65)

Princeton University Press

This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious exceptions they are neither profound nor trivial, and hints and comments are appended to many of them. If they tend to be somewhat inbred, at least they are relevant to the text and should help in its digestion. As a bold venture I have marked a few of them with a * to indicate a 'must' although no rigid standard of selection has been used. Some of these are needed in the book, but in any case the reader's study of the text will be more complete after he has tried at least those problems.

From the reviews: 
J. Neveu, 1962 in Zentralblatt für Mathematik, 92.Band Heft 2, p. 343: "Ce livre écrit par l'un des plus éminents spécialistes en la matière, est un exposé très détaillé de la théorie des processus de Markov définis sur un espace dénombrable d'états et homogènes dans le temps (chaines stationnaires de Markov)." 
N.Jain, 2008 in Selected Works of Kai Lai Chung, edited by Farid AitSahlia (University of Florida, USA), Elton Hsu (Northwestern University, USA), &amp; Ruth Williams (University of California-San Diego, USA), Chapter 1, p. 15: "This monograph deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). [...] Much of Kai Lai's fundamental work in the field is included in this monograph. Here, for the first time, Kai Lai gave a systematic exposition of the subject which includes classification of states, ratio ergodic theorems, and limit theorems for functionals of the chain."

Markov Chains: With Stationary Transition Probabilities (Grundlehren der mathematischen Wissenschaften, 104)

See the best price to sell, buy, or rent books by Chung, Kai Lai. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Chung, Kai Lai

See the best price to sell, buy, or rent books by Chung, Kai Lai. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

A Course in Probability Theory, Third Edition

A Course in Probability Theory

Markov Processes, Brownian Motion, and Time Symmetry (Grundlehren der mathematischen Wissenschaften, 249)

Elementary probability theory with stochastic processes (Undergraduate texts in mathematics)

Elementary probability theory with stochastic processes (Undergraduate texts in mathematics)

Elementary Probability Theory With Stochastic Processes. (Undergraduate Texts in Mathematics)

Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance (Undergraduate Texts in Mathematics)

Lectures on Boundary Theory for Markov Chains. (AM-65), Volume 65 (Annals of Mathematics Studies, 65)

A Course in Probability Theory

Markov Chains: With Stationary Transition Probabilities (Grundlehren der mathematischen Wissenschaften, 104)