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Selected works of Kai Lai Chung /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore ; Hackensack, NJ :
World Scientific,
©2008.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.
- 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.
- 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 E~ ±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.
- 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.