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A Course in Probability Theory, Third Edition

A Course in Probability Theory, Third Edition
Author: Kai Lai Chung
ISBN 13: 9780121741518
ISBN 10: 121741516
Edition: 2
Publisher: Academic Press
Publication Date: 2000-10-23
Format: Paperback
Pages: 419
List Price: $98.95

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 text for a probability course, popular since publication of the first edition in 1968. Coverage includes distribution function, measure theory, random variables and properties of mathematical expectation, convergence concepts, the law of large numbers, and random series. Other topics covered include characteristic function, central limit theorem and its ramifications, random walk, conditioning, Markov property, and properties of super- and submartingales. This third edition contains new material on measure and integral. The author is affiliated with Stanford University. Annotation c. Book News, Inc., Portland, OR (booknews.com)