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Green, Brown, & Probability and Brownian Motion on the Line [Paperback]

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Item Number 167350  
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Item description for Green, Brown, & Probability and Brownian Motion on the Line by Kai Lai Chung...

Emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included. For graduate students and researchers in probability and statistics. Softcover. Hardcover available.

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Item Specifications...

Studio: World Scientific Publishing Company
Pages   180
Est. Packaging Dimensions:   Length: 0.5" Width: 6" Height: 9"
Weight:   0.3 lbs.
Binding  Softcover
Release Date   Jun 15, 2002
Publisher   World Scientific Publishing Company
ISBN  9810246900  
ISBN13  9789810246907  

Availability  0 units.

More About Kai Lai Chung

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Product Categories

1Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
2Books > Subjects > Science > General
3Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
4Books > Subjects > Science > Mathematics > General

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Reviews - What do customers think about Green, Brown, & Probability and Brownian Motion on the Line?

A magnificent and fascinating book that is also LOL funny at times  Jan 19, 2009
I ordered this book when it was recommended by this site because I ordered the tape of Leonard Mlodinow [["The Drunkard's Walk: How Randomness Rules Our Lives."]] It is a much more technical work, but is full of fascinating historical and physical asides. It is also full of profound and deep suggestions about time reversibility, bound states and lack thereof, and many other topics. At the same time the author has a wry humor. This starts with the title itself. A green and brown diffusion pattern adorns the cover (the previous edition had plaid), but the book is about Mr. Green of Green's theorem and Mr. Brown of Brownian motion. I can see now why Chern somewhat archly entitled one of his books "Complex Manifolds without Potential Theory: (With an Appendix on the Geometry of Characteristic Classes) (Universitext)." Chung's asides are often extremely funny and provocative. The style reminds me of Zee's books Fearful Symmetry: The Search for Beauty in Modern Physics (Princeton Science Library)'s" and "Quantum Field Theory in a Nutshell." I learned a great deal of relevance not only to quantum theory, statistical mechanics, and measure theory, but also about the background of options and derivatives trading in the stock market and the ensuing crashes. Both Brownian motion probability theory and the foundations of the Black-Scholes theorem trace back to the same French dissertation Louis Bachelier's Theory of Speculation: The Origins of Modern Finance in 1900. Chung carries this tale through Norbert Wiener Extrapolation, Interpolation, and Smoothing of Stationary Time Series, Kakutani Selected Papers: Vol. I (Contemporary Mathematicians), Doob Stochastic Processes (Wiley Classics Library), and the rest. He includes facimile reproductions of the title pages of the various classical papers in stochastic theory, theory of Brownian motion, etc. A great read and great fun.

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