Professor Song, lickho has published a book on probability and random variables in English.
The book is a translated version of Prof. Song’s book ‘Theory of Random Variables’ in Korean, which was selected as an ‘Excellent Book of Basic Sciences’ by the National Academy of Sciences and the Ministry of Education in 2020.
You can find more information on the book below:
Title: Probability and Random Variables: Theory and Applications
Authors: Iickho Song, So Ryoung Park, Seokho Yoon
Summary:
This book discusses diverse concepts and notions – and their applications – concerning probability and random variables at the intermediate to advanced level. It explains basic concepts and results in a clearer and more complete manner than the extant literature. In addition to a range of concepts and notions concerning probability and random variables, the coverage includes a number of key advanced concepts in mathematics. Readers will also find unique results on e.g. the explicit general formula of joint moments and the expected values of nonlinear functions for normal random vectors. In addition, interesting applications of the step and impulse functions in discussions on random vectors are presented. Thanks to a wealth of examples and a total of 330 practice problems of varying difficulty, readers will have the opportunity to significantly expand their knowledge and skills. The book is rounded out by an extensive index, allowing readers to quickly and easily find what they are looking for.
Given its scope, the book will appeal to all readers with a basic grasp of probability and random variables who are looking to go one step further. It also offers a valuable reference guide for experienced scholars and professionals, helping them review and refine their expertise.
