Chung Kai-lai

Kai Lai Chung ( born September 19, 1917 in Shanghai, † June 1, 2009 in the Philippines ) was a Chinese- American -born mathematician who worked on probability theory.

Chung studied from 1936 at Tsinghua University in Kunming ( where he studied with Xu Bao -lu ) first physics and then mathematics at the National Southwestern Associated University, where he graduated in 1940 and went assistant was. In 1945 he continued his studies with a scholarship in the U.S., where he received his doctorate in 1947 from Princeton University with the probability theorists John W. Tukey and Harald Cramér ( On the Maximum Partial Sums of Sequences of Independent Random Variables ). He then taught at Syracuse University before 1961 Professor at Stanford University was where he retired in 1988.

Chung was considered a leading scientist in the theory of stochastic processes ( Markov processes). In 1981 he founded a well known nationwide in the U.S. annual Seminar on stochastic processes at Stanford ( with Ronald Getoor, Erhan Cinlar ). He also dealt with potential theory and mathematical quantum mechanics and was known for some textbooks. He spoke Russian ( and translated a scientific book into Russian ) and later Italian.

In 1970 he was invited speaker at the International Congress of Mathematicians in Nice ( Boundary behavior of Markov chains and its Contributions to general processes ) and in 1958 in Edinburgh (Continuous parameter Markov chains ).

He was married, had a son and two daughters.

Writings

• With Farid AitSahlia: Elementary Probability Theory with stochastic processes, 4th Edition, Springer 2003, ISBN 0 - 387-95578 ​​-X.
• A Course in Probability Theory, Academic Press, 2nd edition 2000
• Selected Works Of Kai Lai Chung; World Scientific Publishing Company, 2008, ISBN 981-283-385-4.
• Green, Brown & Probability and Brownian Motion on the Line, World Scientific Publishing Company, 1995, 2002, ISBN 981-02-4689-7.
• RJ Williams: Introduction to stochastic integration, Birkhäuser, Progress in probability and statistics, 1983, 1990
• With Jean Claude Zambrini: Introduction to Random Time and Quantum Randomness, World Scientific, 2003, ISBN 978-981-238-388-4.
• Chance & Choice: Memorabilia, World Scientific 2004 ( Other Selected works, only four of them together with his Selected Works ), ISBN 981-256-012-2
• With John B. Walsh: Markov Processes, Brownian Motion, and Time Symmetry, basic teachings of the mathematical sciences, Springer Verlag, 2nd edition 2005, ISBN 0-387-22026-7
• With Zhongxin Zaho: From Brownian Motion to Schroedinger 's Equation, basic teachings of the mathematical sciences, Springer Verlag, 1995, ISBN 3-540-57030-6
• Lectures on boundary theory for Markov chains, Princeton University Press, Annals of Mathematical Studies, 1970