Kai Lai Chung

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Kai Lai Chung

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

Chung studied from 1936 at the Tsinghua University in Kunming (where he studied under Xu Bao-lu, among others) first physics and then mathematics at the National Southwestern Associated University, where he graduated in 1940 and was an assistant. In 1945 he continued his studies with a scholarship in the USA, where he received his doctorate in 1947 from Princeton University under 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 becoming a professor at Stanford University in 1961 , where he was retired in 1988.

Chung was considered a leading scientist in the theory of stochastic processes ( Markov processes ). In 1981 he founded an annual seminar on stochastic processes in Stanford (with Ronald Getoor , Erhan Cinlar), which is also known nationwide in the USA . He also dealt with potential theory and mathematical quantum mechanics and was known for several 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 with a son and two daughters.

Fonts

  • 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 .
  • with Ruth J. 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, Grundlehren der Mathematischen Wissenschaften, Springer Verlag, 2nd edition 2005, ISBN 0-387-22026-7
  • with Zhongxin Zaho: From Brownian Motion to Schroedinger's Equation, Basic Teachings of 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

Web links

References

  1. ^ Message from Chung during a review of his book Chance and Choice on the MAA website http://maa.org/reviews/brief_may05.html ( memento from June 13, 2010 in the Internet Archive ) , Hangzhou is often incorrectly stated instead, the location from which his ancestors come.
  2. ^ Obituary in Stanford News 2009
  3. ^ Mathematics Genealogy Project . Sometimes Salomon Bochner was wrongly named as the doctoral supervisor. Chung himself describes Cramér as his doctoral supervisor, http://maa.org/reviews/brief_may05.html ( Memento from June 13, 2010 in the Internet Archive )
personal data
SURNAME Chung, Kai Lai
BRIEF DESCRIPTION American mathematician
DATE OF BIRTH September 19, 1917
PLACE OF BIRTH Shanghai
DATE OF DEATH June 1, 2009
Place of death Philippines