[1] T. W. Anderson, K. L. Chung, and E. L. Lehmann :
“Pao Lu Hsü: 1909–1970 ,”
Ann. Statist.
7 : 3
(1979 ),
pp. 467–470 .
MR
527480
article
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@article {key527480m,
AUTHOR = {Anderson, T. W. and Chung, K. L. and
Lehmann, E. L.},
TITLE = {Pao {L}u {H}s\"u: 1909--1970},
JOURNAL = {Ann. Statist.},
FJOURNAL = {The Annals of Statistics},
VOLUME = {7},
NUMBER = {3},
YEAR = {1979},
PAGES = {467--470},
URL = {http://www.jstor.org/stable/2958730},
NOTE = {MR:527480.},
ISSN = {0090-5364},
CODEN = {ASTSC7},
}
[2] K. L. Chung :
“Hsü’s work in probability ,”
Ann. Statist.
7 : 3
(May 1979 ),
pp. 479–483 .
MR
527483
article
People
BibTeX
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@article {key527483m,
AUTHOR = {Chung, K. L.},
TITLE = {Hs\"u's work in probability},
JOURNAL = {Ann. Statist.},
FJOURNAL = {The Annals of Statistics},
VOLUME = {7},
NUMBER = {3},
MONTH = {May},
YEAR = {1979},
PAGES = {479--483},
URL = {http://www.jstor.org/stable/2958733},
NOTE = {MR:527483.},
ISSN = {0090-5364},
CODEN = {ASTSC7},
}
[3] T. W. Anderson, K. L. Chung, and E. L. Lehmann :
“Pao Lu Hsü: 1910–1970 ,”
Knowledge Practice Math.
1980 : 3
(1980 ),
pp. 3–5 .
MR
615332
Zbl
0567.01028
article
People
BibTeX
@article {key615332m,
AUTHOR = {Anderson, T. W. and Chung, Kai Lai and
Lehmann, E. L.},
TITLE = {Pao {L}u {H}s\"u: 1910--1970},
JOURNAL = {Knowledge Practice Math.},
FJOURNAL = {Knowledge and Practice of Mathematics.
Shuxuede Shijian yu Renshi},
VOLUME = {1980},
NUMBER = {3},
YEAR = {1980},
PAGES = {3--5},
NOTE = {MR:615332. Zbl:0567.01028.},
ISSN = {1000-0984},
}
[4] G. L. Alexanderson and L. H. Lange :
“Obituary: George Pólya ,”
Bull. London Math. Soc.
19 : 6
(1987 ),
pp. 559–608 .
K. L. Chung provided an essay on Pólya’s contributions to probability as part of this extended obituary, covering pp. 570–576.
MR
915433
Zbl
0611.01012
article
People
BibTeX
@article {key915433m,
AUTHOR = {Alexanderson, G. L. and Lange, L. H.},
TITLE = {Obituary: {G}eorge {P}\'olya},
JOURNAL = {Bull. London Math. Soc.},
FJOURNAL = {Bulletin of the London Mathematical
Society},
VOLUME = {19},
NUMBER = {6},
YEAR = {1987},
PAGES = {559--608},
NOTE = {K.~L. Chung provided an essay on P\'olya's
contributions to probability as part
of this extended obituary, covering
pp.~570--576. MR:915433. Zbl:0611.01012.},
ISSN = {0024-6093},
}
[5] K. L. Chung :
“Reminiscences of some of Paul Lévy’s ideas in Brownian motion and in Markov chains ,”
pp. 29–36
in
Colloque Paul Lévy sur les processus stochastiques
(Palaiseau, France, 22–26 June, 1987 ).
Edited by M. E. Métivier, J. E. Neveu, and S. R. S. Varadhan .
Astérisque 157–158 .
1988 .
MR
976211
Zbl
0665.60076
incollection
People
BibTeX
@incollection {key976211m,
AUTHOR = {Chung, Kai Lai},
TITLE = {Reminiscences of some of {P}aul {L}\'evy's
ideas in {B}rownian motion and in {M}arkov
chains},
BOOKTITLE = {Colloque {P}aul {L}{\'e}vy sur les processus
stochastiques},
EDITOR = {M\'etivier, M. E. and Neveu, J. E. and
Varadhan, S. R. S},
SERIES = {Ast\'erisque},
NUMBER = {157--158},
YEAR = {1988},
PAGES = {29--36},
NOTE = {(Palaiseau, France, 22--26 June, 1987).
MR:976211. Zbl:0665.60076.},
ISSN = {0303-1179},
}
[6] K. L. Chung :
“Reminiscences of some of Paul Lévy’s ideas in Brownian motion and in Markov chains ,”
pp. 99–107
in
Seminar on stochastic processes, 1988
(University of Florida, Gainesville, FL, March 3–5, 1988 ).
Edited by E. Çinlar, K. L. Chung, R. K. Getoor, and J. Glover .
Birkhäuser (Boston, MA ),
1989 .
MR
990476
Zbl
0677.60002
incollection
People
BibTeX
@incollection {key990476m,
AUTHOR = {Chung, Kai Lai},
TITLE = {Reminiscences of some of {P}aul {L}\'evy's
ideas in {B}rownian motion and in {M}arkov
chains},
BOOKTITLE = {Seminar on stochastic processes, 1988},
EDITOR = {E. \c{C}inlar and K. L. Chung and R.
K. Getoor and J. Glover},
PUBLISHER = {Birkh\"auser},
ADDRESS = {Boston, MA},
YEAR = {1989},
PAGES = {99--107},
NOTE = {(University of Florida, Gainesville,
FL, March 3--5, 1988). MR:990476. Zbl:0677.60002.},
ISBN = {0817634223, 9780817634223},
}
[7] A. A. Balkema and K. L. Chung :
“Paul Lévy’s way to his local time ,”
pp. viii+351
in
Seminar on stochastic processes, 1990
(University of British Columbia, Vancouver, BC, May 10–12, 1990 ).
Edited by E. Çinlar, P. J. Fitzsimmons, and R. J. Williams .
Progress in Probability 24 .
Birkhäuser (Boston, MA ),
1991 .
MR
1118437
Zbl
0748.60066
incollection
People
BibTeX
@incollection {key1118437m,
AUTHOR = {Balkema, A. A. and Chung, K. L.},
TITLE = {Paul {L}\'evy's way to his local time},
BOOKTITLE = {Seminar on stochastic processes, 1990},
EDITOR = {\c{C}inlar, E. and Fitzsimmons, P. J.
and Williams, R. J.},
SERIES = {Progress in Probability},
NUMBER = {24},
PUBLISHER = {Birkh\"auser},
ADDRESS = {Boston, MA},
YEAR = {1991},
PAGES = {viii+351},
NOTE = {(University of British Columbia, Vancouver,
BC, May 10--12, 1990). MR:1118437. Zbl:0748.60066.},
ISBN = {0817634886, 9780817634889},
}
[8] K. L. Chung :
“Reminiscences of one of Doeblin’s papers ,”
pp. 65–71
in
Doeblin and modern probability
(Blaubeuren, Germany, November 2–7, 1991 ).
Contemporary Mathematics 149 .
American Mathematical Society (Providence, RI ),
1993 .
Zbl
0788.60081
incollection
People
BibTeX
@incollection {key0788.60081z,
AUTHOR = {Chung, Kai Lai},
TITLE = {Reminiscences of one of {D}oeblin's
papers},
BOOKTITLE = {Doeblin and modern probability},
SERIES = {Contemporary Mathematics},
NUMBER = {149},
PUBLISHER = {American Mathematical Society},
ADDRESS = {Providence, RI},
YEAR = {1993},
PAGES = {65--71},
NOTE = {(Blaubeuren, Germany, November 2--7,
1991). Zbl:0788.60081.},
}
[9] K. L. Chung :
“Doeblin’s big limit theorem ,”
J. Theoret. Probab.
6 : 3
(1993 ),
pp. 417–426 .
Article contributed to further celebrate the conference “50 Years after Doeblin: Developments in the theory of Markov chains, Markov processes and sums of random variables” (Blaubeuren, Germany, November 2–7, 1991).
MR
1230338
Zbl
0786.60099
article
Abstract
People
BibTeX
Doeblin regarded his paper [1940] as his hardest work. The big limit is that of \( P^{(n)}(x, E) \) as \( n \) tends to infinity, in a measurable non-topologized space. An exposition of part one of this paper was published in [Chung 1964]. This is the exposition of part two, which contains some reparation as well as clarification.
@article {key1230338m,
AUTHOR = {Chung, Kai Lai},
TITLE = {Doeblin's big limit theorem},
JOURNAL = {J. Theoret. Probab.},
FJOURNAL = {Journal of Theoretical Probability},
VOLUME = {6},
NUMBER = {3},
YEAR = {1993},
PAGES = {417--426},
DOI = {10.1007/BF01066709},
NOTE = {Article contributed to further celebrate
the conference ``50 Years after Doeblin:
Developments in the theory of Markov
chains, Markov processes and sums of
random variables'' (Blaubeuren, Germany,
November 2--7, 1991). MR:1230338. Zbl:0786.60099.},
ISSN = {0894-9840},
CODEN = {JTPREO},
}
[10] K. L. Chung :
“Probability and Doob ,”
Amer. Math. Monthly
105 : 1
(January 1998 ),
pp. 28–35 .
MR
1613994
Zbl
0918.60007
article
People
BibTeX
@article {key1613994m,
AUTHOR = {Chung, Kai Lai},
TITLE = {Probability and {D}oob},
JOURNAL = {Amer. Math. Monthly},
FJOURNAL = {The American Mathematical Monthly},
VOLUME = {105},
NUMBER = {1},
MONTH = {January},
YEAR = {1998},
PAGES = {28--35},
DOI = {10.2307/2589523},
NOTE = {MR:1613994. Zbl:0918.60007.},
ISSN = {0002-9890},
CODEN = {AMMYAE},
}
[11] B. Bru, M.-F. Bru, and K. L. Chung :
“Borel et la martingale de Saint-Pétersbourg ,”
Rev. Histoire Math.
5 : 2
(1999 ),
pp. 181–247 .
MR
1793102
Zbl
0979.01018
article
Abstract
People
BibTeX
On se propose d’examiner sur un exemple, le paradoxe de Saint-Pétersbourg, la façon dont Borel « expose » la science de son temps. La première partie indique sommairement la place singulière de la vulgarisation dans l’oeuvre de Borel. Les deux parties suivantes présentent dans l’ordre chronologique les contributions boréliennes au paradoxe de Saint-Pétersbourg qui s’échelonnent sur plus de cinquante ans; elles indiquent comment Borel aborde le problème en le replaçant dans une réflexion au long cours, scientifiquement très riche, sur le « paradoxe des martingales », ces systèmes de jeu qui prétendent faire la fortune d’un joueur au jeu de pile ou face. Borel donne de ce problème une solution originale qui anticipe une égalité fondamentale de la théorie mathématique naissante des martingales. On signale en particulier le rôle paradoxal joué par Félix
Le Dantec dans le développement de la pensée borélienne sur ces thèmes. Une annexe rétablit en langue moderne les « martingales de Borel ».
@article {key1793102m,
AUTHOR = {Bru, Bernard and Bru, Marie-France and
Chung, Kai Lai},
TITLE = {Borel et la martingale de {S}aint-{P}\'etersbourg},
JOURNAL = {Rev. Histoire Math.},
FJOURNAL = {Revue d'Histoire des Math\'ematiques.
Journal for the History of Mathematics},
VOLUME = {5},
NUMBER = {2},
YEAR = {1999},
PAGES = {181--247},
URL = {http://cat.inist.fr/?aModele=afficheN&cpsidt;=1148474},
NOTE = {MR:1793102. Zbl:0979.01018.},
ISSN = {1262-022X},
}
[12] B. Bru, M.-F. Bru, and K. L. Chung :
“Borel and St. Petersburg martingale ,”
J. Électron. Hist. Probab. Stat.
5 : 1
(2009 ).
Article no. 3, consisting of 58pp.
MR
2520662
Zbl
1170.01367
article
Abstract
People
BibTeX
This paper examines — by means of the example of the St. Petersburg paradox — how Borel exposited the science of his day. The first part sketches the singular place of popularization in Borel’s work. The two parts that follow give a chronological presentation of Borel’s contributions to the St. Petersburg paradox, contributions that evolved over a period of more than fifty years. These show how Borel attacked the problem by positioning it in a long — and scientifically very rich — meditation on the paradox of martingales, those systems of play that purport to make a gambler tossing a coin rich. Borel gave an original solution to this problem, anticipating the fundamental equality of the nascent mathematical theory of martingales. The paradoxical role played by Félix Le Dantec in the development of Borel’s thought on these themes is highlighted. An appendix recasts Borel’s martingales in modern terms.
@article {key2520662m,
AUTHOR = {Bru, Bernard and Bru, Marie-France and
Chung, Kai Lai},
TITLE = {Borel and {S}t.~{P}etersburg martingale},
JOURNAL = {J. \'Electron. Hist. Probab. Stat.},
FJOURNAL = {Journal \'Electronique d'Histoire des
Probabilit\'es et de la Statistique.
Electronic Journal for History of Probability
and Statistics},
VOLUME = {5},
NUMBER = {1},
YEAR = {2009},
NOTE = {Article no. 3, consisting of 58pp. MR:2520662.
Zbl:1170.01367.},
ISSN = {1173-0074},
}