Yuan-Shih Chow | Academic Influence

Yuan-Shih Chow's AcademicInfluence.com Rankings

Yuan-Shih Chow

Mathematics

#2561

World Rank

#3927

Historical Rank

#1006

USA Rank

Probability Theory

#42

World Rank

#62

Historical Rank

#13

USA Rank

Measure Theory

#2563

World Rank

#3072

Historical Rank

#731

USA Rank

mathematics Degrees

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Mathematics

Yuan-Shih Chow's Degrees

PhD Mathematics University of Chicago
Masters Mathematics University of Chicago
Bachelors Mathematics National Central University

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Why Is Yuan-Shih Chow Influential?

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According to Wikipedia, Yuan-Shih Chow , also known as Y. S. Chow or Zhou Yuanshen, was a Chinese and American probabilist. He was Professor Emeritus, Columbia University, United States. Chow served as director-general of the Institute of Mathematics, Academia Sinica, and director of the Center of Applied Statistics, Nankai University . He was an academician of the Academia Sinica.

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Yuan-Shih Chow's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Probability theory: Independence, interchangeability, martingales (1978) (1302)
ON THE ASYMPTOTIC THEORY OF FIXED-WIDTH SEQUENTIAL CONFIDENCE INTERVALS FOR THE MEAN. (1965) (549)
Great expectations: The theory of optimal stopping (1971) (458)
Optimal selection based on relative rank (the “secretary problem”) (1964) (183)
Local Convergence of Martingales and the Law of Large Numbers (1965) (154)
Moments of Randomly Stopped Sums (1965) (114)
The theory of optimal stopping (1991) (111)
Limiting Behavior of Weighted Sums of Independent Random Variables (1973) (110)
Some Convergence Theorems for Independent Random Variables (1966) (99)
The Performance of a Sequential Procedure for the Estimation of the Mean (1981) (99)
A martingale inequality and the law of large numbers (1960) (87)
Some one-sided theorems on the tail distribution of sample sums with applications to the last time and largest excess of boundary crossings (1975) (83)
Extended Renewal Theory and Moment Convergence in Anscombe's Theorem (1979) (78)
A Martingale System Theorem and Applications (1961) (64)
ON SUMS OF INDEPENDENT RANDOM VARIABLES WITH INFINITE MOMENTS AND "FAIR" GAMES. (1961) (64)
Iterates of conditional expectation operators (1961) (48)
On optimal stopping rules (1963) (46)
Central Limit Theorems (1997) (44)
Bounded Regret of a Sequential Procedure for Estimation of the Mean (1982) (43)
Optimal Selection Based on Relative Rank (1985) (39)
Iterated Logarithm laws for weighted averages (1973) (36)
Martingales in a -finite measure space indexed by directed sets (1960) (35)
On optimal stopping rules for $S_{n}/n$ (1965) (34)
On a Strong Law of Large Numbers for Martingales (1967) (33)
Moments of ladder variables for driftless random walks (1979) (32)
On moments of ladder height variables (1986) (32)
Convergence theorems of martingales (1963) (31)
A Renewal Theorem for Random Variables which are Dependent or Non-Identically Distributed (1963) (27)
Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory (1978) (27)
On the $L_p$-Convergence for $n^{-1/p} S_n, 0 < p < 2^1$ (1971) (24)
Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality (1969) (22)
On the Cesàro summability of double Fourier series (1954) (20)
Convergence of Sums of Squares of Martingale Differences (1968) (19)
ALMOST CERTAIN SUMMABILITY OF INDEPENDENT, IDENTICALLY DISTRIBUTED RANDOM VARIABLES (1971) (18)
Iterated logarithm laws with random subsequences (1981) (17)
On the Moments of Some One-sided Stopping Rules (1966) (14)
ON SECOND MOMENTS OF STOPPING RULES (1966) (13)
A Note on Feller's Strong Law of Large Numbers (1986) (11)
On values associated with a stochastic sequence (1967) (10)
Wald's Equation for a Class of Denormalized $U$-Statistics (1993) (9)
A renewal theorem and its applications to some sequential procedures (1983) (7)
On the Monotonicity of $E_p(S_t/t)$ (1968) (7)
On the Expected Value of a Stopped Submartingale (1967) (7)
Martingale Extensions of a Theorem of Marcinkiewicz and Zygmund (1969) (4)
A separating problem on function spaces (1985) (4)
On stable convergence in the central limit theorem (2002) (4)
On the moments of ladder epochs for driftless random walks (1994) (2)
Stopping rules forxn/n and related problems (1969) (2)
Conditional Expectation, Conditional Independence, Introduction to Martingales (1997) (2)
On the Expected Value of a Stopped Stochastic Sequence (1969) (2)
ON SPITZER'S FORMULA FOR THE MOMENT OF LADDER VARIABLES (1997) (1)
Moment conditions for the existence and nonexistence of optimal stopping rules for _ (1979) (1)
Some limit theorems for a subcritical branching process by immigration (1984) (1)
Limit Theorems for Independent Random Variables (1997) (1)
A class of optimal stopping problems (1967) (1)
EXTENDED RENEWAL THEORY AND MOMENT CONVERGENCE (2016) (1)
expected value of the stopped sequence by EZt = fJt<w Zt provided the in- tegral exists (we permit EZt = oo or EZt = - oc). We let Z+ and Z- denote (2016) (0)
The Theory of Martingales in an S-Finite Measure Space Indexed by Directed Sets (1958) (0)
Measure Extensions, Lebesgue-Stieltjes Measure Kolmogorov Consistency Theorem (1997) (0)
A martingale convergence theorem of ward's type (1965) (0)
Classes of Sets, Measures, and Probability Spaces (1997) (0)
Sums of Independent Random Variables (1997) (0)
Infinitely Divisible Laws (1997) (0)
A CENTRAL LIMIT THEOREM FOR THE NUMBER OF SUCCESS RUNS: AN EXAMPLE OF REGENERATIVE PROCESSES (1997) (0)
Binomial Random Variables (1997) (0)
Integration in a Probability Space (1997) (0)
Optimal Stopping Rules For Xn/n and Sn/n (1975) (0)
Moment Convergence of Reciprocals of some First Passage Times (1991) (0)
ON OPTIMAL STOPPING IN A CLASS OF UNIFORM GAMES. (1965) (0)
Distribution Functions and Characteristic Functions (1997) (0)

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