A Course in Probability Theory

A Course in Probability Theory

2nd Edition - April 28, 1974

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  • Author: Kai Chung
  • eBook ISBN: 9780080570402

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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.


Undergraduate and graduate students studying mathematics.

Table of Contents

  • Preface. 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. General Bibliography. Index.

Product details

  • No. of pages: 365
  • Language: English
  • Copyright: © Academic Press 2014
  • Published: April 28, 1974
  • Imprint: Academic Press
  • eBook ISBN: 9780080570402

About the Author

Kai Chung

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

Affiliations and Expertise

Stanford University, California, U.S.A.

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