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Title: A Course in Probability Theory Revised by Kai Chung, Kai Lai Chung ISBN: 0-12-174151-6 Publisher: Academic Press Pub. Date: 15 January, 2000 Format: Paperback Volumes: 1 List Price(USD): $64.95 |
Average Customer Rating: 4.5 (2 reviews)
Rating: 4
Summary: excellent text on probability
Comment: 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 change much but new material on measure and integration that is now commonly included in the first graduate course in probability has been added. In the 1970s at Stanford a course in measure theory was a prerequisite for the course in advanced probability although some student took it concurrently.
If you plan to get this text, the revised edition is probably worth it. If you already have this edition and know your measure theory, it may not be worth it to get the new edition.
Rating: 5
Summary: the best buy
Comment: "A course in probability theory", written by Kai Lai Chung, has been referred by not only mathematicians but also mathematical economists.This book is written very rigorously, but almost all of the theorems have easy-to-understand proofs. So it is not difficult to follow. Moreover, there are lots of exercises in this book. So I do recommend this book.
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Title: An Introduction to Probability Theory and Its Applications, Volume 1 by William Feller ISBN: 0471257087 Publisher: Wiley Text Books Pub. Date: 1968 List Price(USD): $98.95 |
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Title: Probability and Measure, 3rd Edition by Patrick Billingsley ISBN: 0471007102 Publisher: Wiley-Interscience Pub. Date: 17 April, 1995 List Price(USD): $105.00 |
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Title: Probability with Martingales by David Williams ISBN: 0521406056 Publisher: Cambridge University Press Pub. Date: 14 February, 1991 List Price(USD): $40.00 |
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Title: Measure, Integral and Probability (Springer Undergraduate Mathematics Series) by Marek Capinski, Ekkehard Kopp ISBN: 3540762604 Publisher: Springer Verlag Pub. Date: January, 1999 List Price(USD): $41.95 |
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Title: Real Analysis : Modern Techniques and Their Applications by Gerald B. Folland ISBN: 0471317160 Publisher: Wiley-Interscience Pub. Date: 02 April, 1999 List Price(USD): $105.00 |
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