© 1975

Elementary Probability Theory with Stochastic Processes


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

Table of contents

  1. Front Matter
    Pages i-x
  2. Set
    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

About this book


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 central 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 classic treatise (see [Feller l]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 levels, sometimes even before calculus. The present textbook is intended for a course at about the sophomore level. It presupposes no prior acquaintance with the subject and the first three chapters can be read largely without the benefit of calculus.


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

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
  • Copyright Information Springer-Verlag New York 1975
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Hardcover ISBN 978-0-387-90159-6
  • Softcover ISBN 978-1-4757-5116-1
  • eBook ISBN 978-1-4757-5114-7
  • Series ISSN 0172-6056
  • Edition Number 2
  • Number of Pages X, 325
  • Number of Illustrations 49 b/w illustrations, 0 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
    Quantitative Finance
  • Buy this book on publisher's site
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