Kai Lai Chung
Encyclopedia
Chung Kai-lai (traditional Chinese: 鍾開萊; simplified Chinese: 钟开莱), was a Chinese American
mathematician
famous for his significant contributions to modern probability theory
.
, the capital city of Zhejiang Province. Chung entered Tsinghua University
in 1936, and initially studied physics
at its Department of Physics. In 1940, Chung graduated from the Department of Mathematics of the National Southwestern Associated University
, where he later worked as a teaching assistant
. During this period, he first studied
number theory with Lo-Keng Hua
and then probability theory with Pao-Lu Hsu.
In 1944, Chung was chosen to be one of the recipients of the 6th Boxer Rebellion Indemnity Scholarship Program
for study in the United States
. He arrived at Princeton University
on December 1945 and obtained PhD
in 1947. Chung’s dissertation was titled “On the maximum partial sum of sequences of independent random variables” and was under the supervision of John Wilder Tukey and Harald Cramér
.
In 1950s, Chung taught at the University of Chicago
, Columbia University
, UC-Berkeley, Cornell University
and Syracuse University
. He then transferred to Stanford University
in 1961, where he made fundamental contributions to the study of Brownian motion
and laying the framework for the general mathematical theory of Markov chains
. Chung would later be appointed Professor Emeritus of Mathematics of the Department of Mathematics at Stanford.
Chung was regarded as one of the leading probabilists after the World War II
. Some of his most influential contributions have been in the form of his expositions in his textbooks on elementary probability and Markov chains. In addition, Chung also explored other branches of mathematics, such as probabilistic potential theory and gauge theorems for the Schrödinger equation.
Chung's visit to China in 1979 (together with Joseph Doob and Jacques Neveu), and his subsequent visits afterwards, served as a point of renewed exchange between Chinese probabilists and their Western counterparts. He also served as an external examiner for several Universities in the Asian region, including the National University of Singapore
.
In 1981, Chung initiated, with Erhan Cinlar
and Ronald Getoor, the "Seminars on Stochastic Processes", a popular annual national meeting covering Markov processes, Brownian motion and probability.
Chung also had an interest in culture, possessing a wide-ranging and intimate knowledge of literature and music, especially opera. He also had an interest in Italian culture and taught himself Italian after he retired. Chung spoke several languages, and also translated a probability book from English
to Russian
.
Chung died of natural causes on June 1, 2009, at the age of 91.
Chinese American
Chinese Americans represent Americans of Chinese descent. Chinese Americans constitute one group of overseas Chinese and also a subgroup of East Asian Americans, which is further a subgroup of Asian Americans...
mathematician
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
famous for his significant contributions to modern probability theory
Probability theory
Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...
.
Biography
Chung was a native of HangzhouHangzhou
Hangzhou , formerly transliterated as Hangchow, is the capital and largest city of Zhejiang Province in Eastern China. Governed as a sub-provincial city, and as of 2010, its entire administrative division or prefecture had a registered population of 8.7 million people...
, the capital city of Zhejiang Province. Chung entered Tsinghua University
Tsinghua University
Tsinghua University , colloquially known in Chinese as Qinghua, is a university in Beijing, China. The school is one of the nine universities of the C9 League. It was established in 1911 under the name "Tsinghua Xuetang" or "Tsinghua College" and was renamed the "Tsinghua School" one year later...
in 1936, and initially studied physics
Physics
Physics is a natural science that involves the study of matter and its motion through spacetime, along with related concepts such as energy and force. More broadly, it is the general analysis of nature, conducted in order to understand how the universe behaves.Physics is one of the oldest academic...
at its Department of Physics. In 1940, Chung graduated from the Department of Mathematics of the National Southwestern Associated University
National Southwestern Associated University
When the Second Sino-Japanese War broke out between China and Japan in 1937, Peking University, Tsinghua University and Nankai University, merged to form Changsha Temporary University in Changsha, and later National Southwestern Associated University in Kunming...
, where he later worked as a teaching assistant
Teaching assistant
A teaching assistant is an individual who assists a professor or teacher with instructional responsibilities. TAs include graduate teaching assistants , who are graduate students; undergraduate teaching assistants , who are undergraduate students; secondary school TAs, who are either high school...
. During this period, he first studied
number theory with Lo-Keng Hua
Hua Luogeng
Hua Luogeng was a Chinese mathematician born in Jintan, Jiangsu. He was the founder and pioneer in many fields in mathematical research. He wrote more than 200 papers and monographs, many of which became classics. Since his sudden death while delivering a lecture at the University of Tokyo, Japan,...
and then probability theory with Pao-Lu Hsu.
In 1944, Chung was chosen to be one of the recipients of the 6th Boxer Rebellion Indemnity Scholarship Program
Boxer Rebellion Indemnity Scholarship Program
The Boxer Indemnity Scholarship Program was a scholarship program funded by Boxer Rebellion indemnity money paid to the United States that provided for Chinese students to study in the U.S...
for study in the United States
United States
The United States of America is a federal constitutional republic comprising fifty states and a federal district...
. He arrived at Princeton University
Princeton University
Princeton University is a private research university located in Princeton, New Jersey, United States. The school is one of the eight universities of the Ivy League, and is one of the nine Colonial Colleges founded before the American Revolution....
on December 1945 and obtained PhD
PHD
PHD may refer to:*Ph.D., a doctorate of philosophy*Ph.D. , a 1980s British group*PHD finger, a protein sequence*PHD Mountain Software, an outdoor clothing and equipment company*PhD Docbook renderer, an XML renderer...
in 1947. Chung’s dissertation was titled “On the maximum partial sum of sequences of independent random variables” and was under the supervision of John Wilder Tukey and Harald Cramér
Harald Cramér
Harald Cramér was a Swedish mathematician, actuary, and statistician, specializing in mathematical statistics and probabilistic number theory. He was once described by John Kingman as "one of the giants of statistical theory".-Early life:Harald Cramér was born in Stockholm, Sweden on September...
.
In 1950s, Chung taught at the University of Chicago
University of Chicago
The University of Chicago is a private research university in Chicago, Illinois, USA. It was founded by the American Baptist Education Society with a donation from oil magnate and philanthropist John D. Rockefeller and incorporated in 1890...
, Columbia University
Columbia University
Columbia University in the City of New York is a private, Ivy League university in Manhattan, New York City. Columbia is the oldest institution of higher learning in the state of New York, the fifth oldest in the United States, and one of the country's nine Colonial Colleges founded before the...
, UC-Berkeley, Cornell University
Cornell University
Cornell University is an Ivy League university located in Ithaca, New York, United States. It is a private land-grant university, receiving annual funding from the State of New York for certain educational missions...
and Syracuse University
Syracuse University
Syracuse University is a private research university located in Syracuse, New York, United States. Its roots can be traced back to Genesee Wesleyan Seminary, founded by the Methodist Episcopal Church in 1832, which also later founded Genesee College...
. He then transferred to Stanford University
Stanford University
The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is a private research university on an campus located near Palo Alto, California. It is situated in the northwestern Santa Clara Valley on the San Francisco Peninsula, approximately northwest of San...
in 1961, where he made fundamental contributions to the study of Brownian motion
Brownian motion
Brownian motion or pedesis is the presumably random drifting of particles suspended in a fluid or the mathematical model used to describe such random movements, which is often called a particle theory.The mathematical model of Brownian motion has several real-world applications...
and laying the framework for the general mathematical theory of Markov chains
Markov chain
A Markov chain, named after Andrey Markov, is a mathematical system that undergoes transitions from one state to another, between a finite or countable number of possible states. It is a random process characterized as memoryless: the next state depends only on the current state and not on the...
. Chung would later be appointed Professor Emeritus of Mathematics of the Department of Mathematics at Stanford.
Chung was regarded as one of the leading probabilists after the World War II
World War II
World War II, or the Second World War , was a global conflict lasting from 1939 to 1945, involving most of the world's nations—including all of the great powers—eventually forming two opposing military alliances: the Allies and the Axis...
. Some of his most influential contributions have been in the form of his expositions in his textbooks on elementary probability and Markov chains. In addition, Chung also explored other branches of mathematics, such as probabilistic potential theory and gauge theorems for the Schrödinger equation.
Chung's visit to China in 1979 (together with Joseph Doob and Jacques Neveu), and his subsequent visits afterwards, served as a point of renewed exchange between Chinese probabilists and their Western counterparts. He also served as an external examiner for several Universities in the Asian region, including the National University of Singapore
National University of Singapore
The National University of Singapore is Singapore's oldest university. It is the largest university in the country in terms of student enrollment and curriculum offered....
.
In 1981, Chung initiated, with Erhan Cinlar
Erhan Cinlar
Erhan Çinlar is a probabilist and the Norman J. Sollenberger Professor in Engineering at Princeton University. He is member of the Operations Research and Financial Engineering department at Princeton University...
and Ronald Getoor, the "Seminars on Stochastic Processes", a popular annual national meeting covering Markov processes, Brownian motion and probability.
Chung also had an interest in culture, possessing a wide-ranging and intimate knowledge of literature and music, especially opera. He also had an interest in Italian culture and taught himself Italian after he retired. Chung spoke several languages, and also translated a probability book from English
English language
English is a West Germanic language that arose in the Anglo-Saxon kingdoms of England and spread into what was to become south-east Scotland under the influence of the Anglian medieval kingdom of Northumbria...
to Russian
Russian language
Russian is a Slavic language used primarily in Russia, Belarus, Uzbekistan, Kazakhstan, Tajikistan and Kyrgyzstan. It is an unofficial but widely spoken language in Ukraine, Moldova, Latvia, Turkmenistan and Estonia and, to a lesser extent, the other countries that were once constituent republics...
.
Chung died of natural causes on June 1, 2009, at the age of 91.
Publications
- Elementary Probability Theory; by Kai Lai Chung & Farid Aitsahlia; Springer; ISBN:038795578X.
- A Course in Probability Theory; by Kai Lai Chung.
- Selected Works Of Kai Lai Chung; World Scientific Publishing Company; ISBN 9812833854.
- Green, Brown, & Probability and Brownian Motion on the Line; by Kai Lai Chung; World Scientific Publishing Company; ISBN 9810246897.
- Introduction to stochastic integration (Progress in probability and statistics); K. L. Chung and R. J. Williams.
- Introduction to Random Time and Quantum Randomness; by Kai Lai Chung & Jean Claude Zambrini; World Scientific; ISBN 978-981-238-388-4.
- Chance & Choice: Memorabilia; Kai Lai Chung.
- Markov Processes, Brownian Motion, and Time Symmetry; (Grundlehren der mathematischen Wissenschaften); by Kai Lai Chung & John B. Walsh.
- From Brownian Motion to Schodinger's Equation; (Grundlehren der mathematischen Wissenschaften); Kai Lai Chung & Zhongxin Zhao.
- Lectures from Markov Processes to Brownian Motion; (Grundlehren der mathematischen Wissenschaften); by Kai Lai Chung.
External links
- The Mathematics Genealogy Project: Kai Lai Chung
- IMS Bulletin: IMS members’ news – obituary Kai Lai Chung (1917–2009)
- Stanford Report: Kai Lai Chung, emeritus math professor, to be remembered at Nov. 6 gathering
- Kai Lai Chung died
- Oberwolfach Photo Collection: Details for Kai Lai Chung
- Tsinghua University Obituary: 世界知名概率学家钟开莱校友去世
- Obituary Kai Lai Chung, 1917-2009 Obituary Kai Lai Chung, 1917-2009