A Course in Probability Theory
by Kai Lai Chung · first published 1968
43% recommend57% neutral
Since its publication by Academic Press, tens of thousands of students have taken a probability course using this classic textbook. Chung's A Course in Probability Theory, now in its third edition, has sustained its popularity for nearly 35 years. Originally developed from Dr. Chung's course at Stanford University, this book continues to be a successful tool for instructors and students alike. This third edition offers for the first time a supplement on Measure and Integral. This material has been used to supplement Dr. Chung's course for many years. It will assist students not previously e
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…recommend: Leo Breiman, {\it Probability,\/} ISBN 0-89871-296-3, SIAM, Philadelphia.\ \ M.\ Lo\`eve, {\it Probability Theory, I and II, 4th Edition,\/} Springer-Verlag, New York.\ \ Kai Lai Chung, {\it A Course in Probability Theory, Second Edition,\/} ISBN 0-12-174650-X, Academic Press, New York.\ \ Jacques Neveu, {\it Mathematical Foundations of the Calculus of Probability,\/} Holden-Day, San Francisco.\ \ Neveu is succinct,…
on “Ask HN: I want to learn statistics and data mining” ↗…for the grown up version of conditioning (i.e., Bayesian) and, from there, in stochastic processes, Markov processes and martingales (astounding results). Books include L. Breiman, Probability, K. Chung, A Course in Probability Theory, J. Neveu, Mathematical Foundations of the Calculus of Probability. And there are more. IIRC Breiman and Neveu were both students of M. Loeve at Berkeley -- sure, can also get Loeve's Probability in…
on “Why squared error? (2014)” ↗…and Category: A Survey of the Analogies between Topological and Measure Spaces Walter Rudin, Real and Complex Analysis Walter Rudin, Functional Analysis Leo Breiman, Probability Kai Lai Chung, A Course in Probability Theory, Second Edition Jacques Neveu, Mathematical Foundations of the Calculus of Probability Erhan Cinlar, Introduction to Stochastic Processes J. L. Doob, Stochastic Processes I. I. Gihman and A. V. Skorohod,…
on “Ask HN: Older textbooks/papers you consider classics still worth studying today?” ↗…Probability, SIAM. These notes are from Stanford. But there have long been people at Stanford, e.g., K. Chung, who have these basics in very clear, solid, and polished terms, e.g., Kai Lai Chung, A Course in Probability Theory, Second Edition, ISBN 0-12-174650-X, Academic Press, New York, 1974. K. L. Chung and R. J. Williams, Introduction to Stochastic Integration, Second Edition, ISBN 0-8176-3386-3, Birkhaüser, Boston, 1990.…
on “Stanford Lecture Notes on Probabilistic Graphical Models” ↗…the more 'practical' and 'accessible'; Neveu is a crown jewel of elegance and succinctness but not always easy to read. Other good presentations of much the same material include: Kai Lai Chung, 'A Course in Probability Theory, Second Edition', ISBN 0-12-174650-X, Academic Press, New York, 1974. and Yuan Shih Chow and Henry Teicher, 'Probability Theory: Independence, Interchangeability, Martingales', ISBN 0-387-90331-3,…
on “Suggest good sites/books on probability” ↗…Then of the probability books, I believe that the nicest, first book is L. Breiman, Probability. He wrote that before he went consulting and came back and did CART and random forests. Next, K. Chung, A Course in Probability Theory. Next, J. Neveu, Mathematical Foundations of the Calculus of Probability. Then, Loeve, Probability Theory. Loeve is huge -- mostly just use it for reference or browse. E.g., it has sufficient statistics and…
on “Foundations of probability theory” ↗…New York. Jacques Neveu, 'Mathematical Foundations of the Calculus of Probability', Holden-Day, San Francisco. Leo Breiman, 'Probability', ISBN 0-89871-296-3, SIAM, Philadelphia. Kai Lai Chung, 'A Course in Probability Theory, Second Edition', ISBN 0-12-174650-X, Academic Press, New York. Loève was long at Berkeley, and Neveu and Breiman were among his students. Neveu has long been in Paris, and Breiman has long been at…
on “Advanced Computer Science Courses” ↗…absurdly priced. There's also Sidney Resnick's Probability Path and Adventures in Stochastic Processes. Grinstead & Snell - Introduction to Probability Theory is free[2], and there's also Chung's A Course in Probability Theory (Academic Press/Elsevier). Dover publishes at least three good books on counterexamples and pathological cases: Counterexamples in {Analysis, Probability, Topology} [1] http://www.math.upenn.edu/~wilf/DownldGF.html…
on “Ask HN: Math books like SICP?” ↗…It’s an exceptionally good book for the mathematical theory behind machine learning. What would this book look like under your proposal? If we add in Axler’s Linear Algebra Done Right and Chung’s A First Course in Probability Theory, we’re adding another 350 pages or so each. Both of those books have prerequisites, and Murphy’s book isn’t the top either. In my opinion your proposal is unrealistic, yes. I don’t mean for that to sound…
on “Book: Mathematics for Machine Learning” ↗…Foundations of the Calculus of Probability', Holden-Day. Leo Breiman, 'Probability', ISBN 0-89871-296-3, SIAM. M. Loeve, 'Probability Theory, I and II, 4th Edition', Springer-Verlag. Kai Lai Chung, 'A Course in Probability Theory, Second Edition', ISBN 0-12-174650-X, Academic Press. Yuan Shih Chow and Henry Teicher, 'Probability Theory: Independence, Interchangeability, Martingales', ISBN 0-387-90331-3, Springer-Verlag. Essentially…
on “Think Stats, using python to learn stats ” ↗It is quite advanced: "The essential prerequisites for reading this book are a rigorous course in probability theory (on Masters or Ph.D. level), an excellent command of undergraduate linear algebra, and general familiarity with basic notions about metric, normed and Hilbert spaces and linear operators. Knowledge of…
on “High-Dimensional Probability and Applications in Data Science” ↗