# Kai Lai Chung, emeritus math professor, to be remembered at Nov. 6 gathering

Kai Lai Chung, a renowned specialist in probability, was remembered as an inspirational teacher known for his strong opinions, as well as his love of travel and languages.

Friends and family plan to gather at Stanford the afternoon of Friday, Nov. 6, to remember Kai Lai Chung, professor emeritus of mathematics, who died of natural causes on June 1, 2009. He was 91.

A mathematician who specialized in probability, Chung was remembered as an inspirational teacher known for his strong opinions and gift for illustrating complex principles, as well as his love of travel and languages.

"He was one of the leading probabilists of his time," said Ruth Williams, mathematics professor at the University of California-San Diego and Chung's former doctoral student. "He made fundamental contributions to several areas of probability and was very well known."

Chung was a professor at Stanford from 1961 to 1988. During that time, he made fundamental contributions to the study of Brownian motion, which is commonly used to predict seemingly random fluctuations in the stock market.

"Before I met him I liked the precision of math, and he really reinforced that," said Williams, who continues to study Brownian motion today. "He brought an inspiring elegance to the way he did math, and he showed me how beautiful it could be."

Among Chung's other contributions to the field of mathematics was the study of Markov processes, or sequences of events in which the future depends only on the current state, not the past.

Stanford statistics and mathematics Professor Amir Dembo used an example of customers in line at a cash register to explain the theory of Markov chains. "When you want to know how long it will take to get to the front, you don't need to know exactly when people arrived in the past; you just need to know how many people are currently in line," he said.

"Chung helped lay the framework for the general mathematical theory of Markov chains," Dembo said.

Some of Chung's most influential contributions have been in the form of textbooks on elementary probability and Markov chains, which highlighted his exquisite exposition of complicated principles, Dembo said.

**'Influenced generations of future students'**

"He influenced generations of future students by providing a point of view and a novel, clear illustration of phenomena that were not emphasized or illustrated before," Dembo said.

"He was a very careful thinker," said J. Michael Steele, professor at the Wharton School of the University of Pennsylvania and Chung's former doctoral student. "He explained with great clarity and used concrete, precise arguments."

In addition to his work in probability, Chung explored many branches of mathematics, such as potential theory and quantum mechanics.

As a teacher, he had strong opinions about mathematics. "He wasn't shy about letting students know the most important aspects," said Dembo, who took Chung's last course during the 1987-88 academic year. "It was very interesting as a student; you don't usually get opinions in textbooks, but he told us some proofs were more important than others."

Perhaps Chung's most notable contribution to the professional community was the initiation of the Seminars on Stochastic Processes, co-founded in 1981 with Erhan Cinlar and Ronald Getoor. This annual meeting covers topics such as Markov processes and Brownian motion and is the most popular national meeting focused on probability. It is unique for its informality: There are very few talks and plenty of time for casual discussions and research problem sections. "It is not a show-and-tell conference," said Dembo. "Researchers meet and exchange ideas, interrupt each other, with the hope of producing results." Junior faculty are especially encouraged to participate.

"He was very supportive of young people. Without him, I would not be where I am today," said Elton Hsu, professor of mathematics at Northwestern University and Chung's former doctoral student. Hsu is hosting an international conference in Beijing next June in memory of Chung. "He is probably the most well-known probabilist in China," said Hsu.

**Fascinated with cultures and languages**

Beyond math, Chung was fascinated by cultures and languages. In 1979, he shepherded a delegation of elder statesmen of mathematics to culturally unique sites in his native China. He also impressed Italian professors with his knowledge of their country, tracked down remote villas where famous opera singers were married, sought out obscure foreign restaurants featured in a favorite book and peppered foreign chefs with questions about local cuisine.

A natural at languages, Chung translated a probability book from English to Russian and learned Italian after he retired.

"It was super easy for him: He called up the Italian department at Stanford and paid a grad student $10 per hour to talk to him," said his son, Daniel. "He was very disciplined about what he did, both professionally and personally," and he set high standards for himself and others.

Nonetheless, Chung had a lesser-known soft side. "My mom would joke that there wasn't an animal rights or nature conservancy group he wouldn't send a check to," said Daniel. When traveling abroad, Chung always remembered to carefully select a bottle of local perfume to bring home to his wife.

Chung, born in Shanghai, received his doctorate from Princeton University in 1947. Before arriving at Stanford, he was a professor at the University of Chicago, Columbia University, UC-Berkeley, Cornell University and Syracuse University.

He is survived by his wife, Lilia, who resides at Stanford; children Daniel of Brooklyn, N.Y, Marilda of Stanford and Corinna of Mountain View; and four grandchildren, Alex, Adam, Davison and Vanessa.

The memorial for Chung will be held from 3 to 5 p.m. at Braun Geology Corner, Building 320, Room 105; the reception from 5 to 6 p.m. at Sloan Mathematics Corner, Building 380, Room 382-T (second floor lounge). Those planning to attend are asked to email Pat Cahill at cahill@math.stanford.edu indicating the number of attendees.

The family requests that charitable donations be made to the Kai Lai Chung Memorial Fund at the Stanford University Department of Mathematics.

*Janelle Weaver is a writing intern at the Stanford News Service.*

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