A Course in Probability Theory, Third Edition [Paperback]

Kai Lai Chung (Author)

Book Description

ISBN-10: 0121741516 | ISBN-13: 978-0121741518 | Publication Date: October 23, 2000 | Edition: 2

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.

Editorial Reviews

About the Author

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

Product Details

• Paperback: 419 pages
• Publisher: Academic Press; 2 edition (October 23, 2000)
• Language: English
• ISBN-10: 0121741516
• ISBN-13: 978-0121741518
• Product Dimensions: 8.9 x 5.9 x 0.9 inches
• Shipping Weight: 1.6 pounds (View shipping rates and policies)
• Average Customer Review: 5.0 out of 5 stars  See all reviews (4 customer reviews)
• Amazon Best Sellers Rank: #493,907 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

69 of 71 people found the following review helpful:

5.0 out of 5 stars A well organized textbook, November 22, 2004

By 

Wei Hsien Li "CC" (United States) - See all my reviews
(REAL NAME)   

This review is from: A Course in Probability Theory, Third Edition (Paperback)

There are several nice books in Grad-level Probability Theory. Billingsley's "Probability and Measure" is the richest one, but somehow poor organized and unpleasant printing. Resnick's "Probability Path" serve best for those who has no time to prepare first in measure theory and Lebesque integration but sacrifice some detail in latter part of the book. If you don't have previous Real Analysis training, I would suggest read Resnick first, and then find Billingsley for reference. But if you already good at measure and integration, Kai Lai Chung's "A Course in Probability Theory" still the best textbook teach step by step without losing detail. Chung's style is friendly to self studying like Resnick, but cover more detail in latter part of the book than Resnick. Chung's book is the best companion fot typical one semester course regradless what textbook your teacher choose. In the other words , Resnick helps students significantly in first half of the semester, Chung helps in the whole semester, and Billingsley may offer best effort after you took the Probability Theory course.

28 of 28 people found the following review helpful:

5.0 out of 5 stars good graduate probability text, February 7, 2008

By 

Michael R. Chernick "statman31147" (Holland PA) - See all my reviews
(REAL NAME)   

This review is from: A Course in Probability Theory, Second Edition (Probability and Mathematical Statistics, 21) (Hardcover)

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.

24 of 26 people found the following review helpful:

5.0 out of 5 stars the best buy, March 25, 2000

By A Customer

This review is from: A Course in Probability Theory, Second Edition (Probability and Mathematical Statistics, 21) (Hardcover)

"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.