# Elementary Probability Theory with Stochastic Processes

Textbook

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

1. Front Matter
Pages i-x
2. Kai Lai Chung
Pages 1-17
3. Kai Lai Chung
Pages 18-42
4. Kai Lai Chung
Pages 43-70
5. Kai Lai Chung
Pages 71-110
6. Kai Lai Chung
Pages 111-155
7. Kai Lai Chung
Pages 156-191
8. Kai Lai Chung
Pages 192-239
9. Kai Lai Chung
Pages 240-306
10. Back Matter
Pages 307-325

### Introduction

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.

### Keywords

Probability Probability theory Stochastic Processes Stochastischer Prozess Wahrscheinlichkeit Wahrscheinlichkeitsrechnung calculus mathematics normal distribution statistics

#### Authors and affiliations

1. 1.Department of MathematicsStanford UniversityStanfordUSA

### Bibliographic information

• Book Title Elementary Probability Theory with Stochastic Processes
• Authors K. L. Chung
• Series Title Undergraduate Texts in Mathematics
• DOI https://doi.org/10.1007/978-1-4757-3973-2
• Copyright Information Springer-Verlag New York 1974
• Publisher Name Springer, New York, NY
• eBook Packages
• Hardcover ISBN 978-0-387-90096-4
• Softcover ISBN 978-1-4757-3975-6
• eBook ISBN 978-1-4757-3973-2
• Series ISSN 0172-6056
• Edition Number 1
• Number of Pages X, 325
• Number of Illustrations 9 b/w illustrations, 0 illustrations in colour
• Topics
• Buy this book on publisher's site
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