AL AITSAHLIA FARID ET (EN) — SELECTED WORKS OF KAI LAI CHUNG

SELECTED WORKS OF KAI LAI CHUNG краткое содержание

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This unique volume presents a collection of the extensive journal publications written by Kai Lai Chung over a span of 70-odd years. It was produced to celebrate his 90th birthday. The selection is only a subset of the many contributions that he 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 Schrödinger equation.As Kai Lai Chung's contributions spawned critical new developments, this volume also contains retrospective and perspective views provided by collaborators and other authors who themselves advanced the areas of probability and mathematics.Contents:On Mutually Favorable EventsFluctuations of Sums of Independent Random VariablesContinuous Parameter Markov ChainsOn Last Exit TimesOn the Boundary Theory for Markov ChainsCrudely Stationary Counting ProcessesExcursions in Brownian MotionOn Stopped Feynman–Kac FunctionalsThe Lifetime of Conditional Brownian Motion in the PlaneGreenian Bounds for Markov Processesand other papersReadership: Graduate students, teachers and researchers in probability & statistics.