| Description |
1 online resource (ix, 834 pages) : portrait |
| Contents |
Preface; Contents; Bibliography; Bibliography of Kai Lai Chung; Comments on Selected Works; Sums of independent random variables and Markov chains by Naresh Jain; Sums of Independent Random Variables; Markov Chains; References; Excursions, moderate Markov processes and probabilistic potential theory by Ronald Getoor; Excursions; References; Moderate Markov Processes; Reference; Probabilistic Potential Theory; References; Stopped Feynman-Kac functionals and the Schrodinger equation by Ruth Williams; Background; Feynman-Kac Gauge and Positive Solutions of the Schrodinger Equation |
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Multidimensional Brownian MotionReferences; Conditional Brownian motion and conditional gauge by Michael Cranston; References; Selected Works of Kai Lai Chung; On the probability of the occurence of at least m events among n arbitrary events; Introduction.; 2. Generalization of Poincare's formula; Generalization and sharpening of Boole's inequality.; 3. Generalization of Frechet's inequalities and related inequalities.; 4. The p ... ' a, 'S in terms of the Pm(v1 ..., vk, .)'s and the P(1 ... 1)'S in terms of the PI(YI ..., II, .)'S |
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5. A condition for existence of systems of events associated with the probabilities PI(VI, Vk). On mutually favorable events; 1. Let a set of events be given; 2. THEOREM; On the lower limit of sums of independent random variables (with P. Erdos); On the maximum partial sums of sequences of independent random variables; 1. Introduction.; REFERENCES; On the zeros of Ẽ ±1 (with G.A. Hunt); 1. The distribution of N"" and W, ; 2. A relation between N to and W r; 3. Lower bounds for N, .; 4. Upper bounds for N .; 5. Changes of sign; Fluctuations of sums of independent random variables |
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Contributions to the theory of Markov chainsReferences; Contributions to the theory of Markov chains, II; REFERENCES; Some new developments in Markov chains; 1. Introduction.; 2. A conditional probability.; 3. Further relations and properties.; 4. The post-exit process.; 5. A counterpart.; 6. The generalized Kolmogorov equations.; REFERENCES; On a basic property of Markov chains; ADDENDA; BIBLIOGRAPHY; Continuous parameter Markov chains; REFERENCES; On the Lipschitz's condition for Brownian motion (with P. Erdos and T. Sirao); References; On last exit times; REFERENCES |
| Summary |
This unique volume presents a collection of the extensive journal publications written by Kai Lai Chung over a span of 70-odd years. It is produced to celebrate his 90th birthday. The selection is only a subset of the many contributions that he has made throughout his prolific career. Another volume, Chance and Choice, published by World Scientific in 2004, contains yet another subset, with four articles in common with this volume. Kai Lai Chung's research contributions have had a major influence on several areas in probability. Among his most significant works are those related to sums of independent random variables, Markov chains, time reversal of Markov processes, probabilistic potential theory, Brownian excursions, and gauge theorems for the Schrdinger equation |
| Bibliography |
Includes bibliographical references |
| Notes |
Print version record |
| Subject |
Probabilities.
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probability.
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MATHEMATICS -- Probability & Statistics -- General.
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Probabilities
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Wahrscheinlichkeitstheorie
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| Genre/Form |
Festschriften
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Festschriften.
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Aufsatzsammlung.
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| Form |
Electronic book
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| Author |
AitSahlia, Farid
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Hsu, Elton P., 1959-
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Williams, R. J. (Ruth J.), 1955-
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| ISBN |
9789812833860 |
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9812833862 |
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