Louis Chen, 1980-2004


Material Information

Louis Chen, 1980-2004
Physical Description:
Chen, Louis
Chung, Kai Lai
Physical Location:
Box: 1
Folder: Louis Chen, 1983-2004


Subjects / Keywords:
Mathematics -- History -- 20th century

Record Information

Source Institution:
University of Florida
Rights Management:
All applicable rights reserved by the source institution and holding location.
System ID:

Full Text
TEL: 2560451 EXT. 344

20 November 1980

Professor Kai Lai Chung
Department of Mathematics
Stanford University
Stanford, California 94505

Dear Professor Chung,

Thank you for your letter of 5 November 1980. We appreciate
your difficulty in making a trip here in 1981. However I am
glad that I have telephoned you and we are very happy that you
will be able to accept our invitation to be the External Examiner
in Applied Mathematics for the academic years 1981 -82 and
1982-83 (approximately 1 July 1981-50 June 1983). My Head
will notify the University Administration of your acceptance.
The Administration will later write to you.

As regards your visit to our Department any period (of two
weeks) between 1 July 1981 and 30 June 1983 (approximately) will
be acceptable to us. I understand from the Administration that
you are free to choose your itinerary provided the University
is responsible for a part of your travel expenses equivalent to
an economy class return fare of a direct route from Stanford
to Singapore. Generally all travel arrangements are to be made
through the University's travel agent. However, if you want
to combine your trip to Singapore with other visits and your
itinerary is complicated, it is possible that you make your
own travel arrangements. The University will reimburse you
later its share of the travel expenses. We would very much
appreciate it if you could let us know at least three months
in advance the period of your visit and whether you would like
to make your own travel arrangements.

In one of your previous letters you have indicated your
preference to visit us during the term time. I enclose a copy
of the calendar for the academic year 1981 -82 for your reference.
The calendar for 1982-83 will be about the same.

We look forward to seeing you in Singapore. With best

Yours sincerely

Louis H. Y. Chen

cc Professor H. H. Teh
Department of Mathematics

~2K,4~H.~K Ck&t~


Ref: 57

Kent Ridge
Singapore 0511

1 October 1980

Heads of Departments
Principals/Masters of Halls of Residence
National University of Singapore

Dates of Terms 1981-2 and
University Holidays 1981

SThe Vice-Chancellor has declared the following dates of terms for the
academic year 1981-2:

Term I : 6 July 1981 24 October 1981 (16 weeks)
(Recess: 30 August 1981 6 September 1981)

Vacation :

25 October 1981 22 November 1981 (4 weeks)

Term II : 23 November 1981 13 March 1982 (16 weeks)
(Recess: 25 December 1981 1 January 1982)

*The following days will
New Year's Day
Chinese New Year

Good Friday
SLabour Day
Vesak Day
Hari Raya Puasa
National Day
Hari Raya Haji

be observed as University holidays during.



+Thursday,.1 January'
+Thursday, 5 February
Friday, 6 February
Friday, 17.April
Friday, 1 May
Monday., 18 May.
+Saturday, 1 August
*+Sunday, 9 August
+Thursday, 8 October
Monday, 26 October
+Friday, 25 December

Lu Sinclair (Mrs)


* Where a holiday falls on Sunday,
the next day following shall be a
University holiday
+. Holiday falling in term time

cc Deans of Faculties
Directors of Schools
Students' Union


Department of Mathematics

Telephone : 7756666
Telegrams: UNIVSPORE
Telex : UNISPO RS33943

4 July 1983

Professor Kai Lai Chung
Department of Mathematics
Stanford University
Stanford, California 94305
U. S. A.

Dear Kai Lai,

I was very pleased to hear from you again.
viewing Lou for us. From your letter, he seemed
interview. I do agree with you that we must get
people for our Department.

Thank you for
to have passed
the right kind

I don't see how you could stand 42 hours of travelling by train
(from Wuhan to Kunming). Annabelle and I took a day train from Nice
to Paris and then a night train from Paris to Lucerne. The total
number of hours of travelling was less than 20 and we thoughtit was
the limit for us.

I don't recall that you have written me about a Cheng who wanted
to study with me. I am curious as to why he wants to come to Singapore
instead of better places in the U.S. or France. If he is a Chinese
from China, I am afraid it will be difficult for him to be admitted by
our University.

I have read your article about Hou. I am sorry that he has done
the things you have described. I hope that young Chinese mathematicians
will learn from your article.

I have met the two Chinese students of Meyer. One of them is
Zheng Weian ( p -) who is in his earlier thirties and whom I had
the chance to get to know better than the other. He appeared to be
humble, discrete and honest. My acquaintance with him has led me to
the belief that there are many young Chinese mathematicians who possess
professional ethic and intellectual honesty.

I do not have a new version of my inequality. But I do have a
few more special cases including one on the simplex a counterpart of
Wirtinger's inequality on Sn. I have also generalized the inequalities
for the normal distribution and the Poisson distribution to those


Kent Ridge
Singapore 0511


- 2 -

involving higher order derivatives and differences respectively. This
direction of generalization has led me to consider stochastic multiple
integrals involving several independent processes. (Ito's Wiener
multiple integrals which relate to the Hermite polynomials involve
only one process.) I have obtained some results concerning such
multiple integrals by an approach which I discovered myself. I do
not know whether the results and the approach are really new, since
my interest in stochastic analysis is very recent and I am learning
the subject while doing research in it. I will write you later about
the results and the apporach.

I feel very honored that you have asked me to serve on the board
of referees for.the Pao-Lu Hsu Prize. The reason I hesitated to agree
to serve on the board when you first asked me in Singapore was that
I felt my achievement was too little to deserve such an honor.
However I have given this matter some thought and have convinced myself
that one can contribute to mathematics not only by research but also
by providing encouragement and opportunities for younger mathematicians.
In the light of this, I have decided to agree to serve on the board of
referees. I would like to thank you for asking me. I presume that I
will be hearing from you at a later date concerning details of the
Prize and my responsibility.

You should have by now received my letter requesting you to
continue as our external examiner. We hope that you will kindly agree
to do so.

With best regards.

Yours sincerely,

Louis H. Y. Chen

P.S. Peng Tsu Ann has received your letter which you wrote from China.
He has written you a note a few days ago.



Telephone: 7756666 Lower Kent Ridge Roed
Telegram : UNIVSPORE Singapore 0511
Telex : UNISPO RS33943 Republic of Singapore

10 March 1988

Professor Kai Lai Chung
Department of Mathematics
Stanford University
Stanford, California 94305

Dear Kai Lai

I am sorry for.being slow in replying to your letter, which is due not
so much to my deteriorating eyesight but to the undiminishing back' of my
work. It is for this reason that I did not immediately reply to your
earlier letter about Wei Liem and then did not follow up later.

I understand that Wei Liem is doing well in his studies. Although I
would have preferred him to give a seminar on my paper, I am inclined to
think that the reason for his not doing so was not his weakness but rather
his lack of interest in my work.

I am thankful to you for the kind words you have said about my work in
your manuscript on a new approach to the CLT. But I think Stein's name
should be mentioned since my ideas originated from his. Etemadi's
simplification of my lemma is indeed clever. Actually it is based on the
same ideas that I have used but somehow had eluded me. (By the way, I did
not receive your letter about Etemadi's simplification only the

Your letter which appeared in the International Herald Tribune is
quite educational for those of us who are too young to experience the
Second World War. It not only serves as a historical reminder but also
shows the exemplary determination of your generation in the pursuit of

Today we attended a seminar on graph theory given by Paul Erd6s. But
most of us found him difficult to understand because his voice was soft and
his pronunciation unclear. He told us that he had cataract in one of his
eyes and that his two eyes could not co-operate.

We are now very busy marking examination scripts. Siegmund will not
be here this year but will next year.

Will you be attending the 17th Conference on Stochastic Processes and
their Applications in Rome in June this year? Four of us (including
myself) will be going.

Will you be able to speak at our Singapore Probability Conference? We
are in the process of preparing the first notice and would like to include
the names of tentative speakers. Would you agree to our including your
name? (We would not do so unless you agree).
We will keep you informed of the development of the Conference.
Please find enclosed a copy of our Conference Update.
With best regards,
Yours sincerely

Louis H Y Chen




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8 16 June 1989

Conference Update

The following speakers have accepted our invitation or indicated
that they would try to come:

Workshop and conference speakers
P. Diaconis, Harvard University

E.B. Dynkin, Cornell University

M.A. Pinsky, Northwestern University

Conference speakers
A.D. Barbour, Universitat Zirich

T. Hida, Nagoya University

C.R. Hwang, Academia Sirlica, Taipei

H. Kesten, Cornell University

S. Kotani, Kyoto University/University of Tokyo

D.O. Siegmund, Stanford University

C. Stein, Stanford University

S. Watanabe, Kyoto University

~-~7 A few invited speakers have not replied or are undecided.

March 1988

y / Z17 6 ,'

Received: from cornell.edu (cornell.edu []) by postoffice.mail.corne
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Date: Wed, 20 Jul 1994 06:18:58 -0400
X-PH: V4.1@cornell.edu (Cornell Modified)
From: "Louis H. Y. Chen"
Sender: "Louis H. Y. Chen"
Reply-To: "Louis H. Y. Chen"
Subject: Message 2 for K. L. Chung
To: Rick Durrett
Cc: Lou Jiann Hua
Mime-Version: 1.0

To Professor Kai Lai Chung
c/o Professor Rick Durrett

Dear Kai Lai,

I hope you are enjoying your visit to Cornell. I heard that you are
giving excellent lectures.

I gave your problems to more colleagues (including Lou Jiann Hua) and they
also solved your problem 1. As for your problem 2, Lou Jiann Hua
solved it. I was at first side-tracked by thinking about the possible
shapes of the open set D, but later solved the problem with some
prompting from Lou. As you said, the problem is easy. One only has to
consider the expected hitting time E(T) when the BM starts from a
boundary point x of D for the following two cases: (1) x is regular
point of the complement of the closure of D and (2) x is an irregular
point of the complement of the closure of D. In the first case, T is 0
w.p.l and the expectation is 0 and therefore does not contribute to the
supremum. In the second case, we let the BM move into D in an
arbitrarily small length of time, and then use the strong Markov property
to start from there. More precisely,
E(T) = E(T; T < or = a) + E(T; T > a)
< or = a + EI(T > a)E(T I B(a))
< or = a + sup E(T I B(0) = x )
where the supremum is taken over all x in D.
As a > 0 is arbitrary, E(T) is no bigger than the supremum over all x
in D.

I hope you have time to read my previous message and agree with my
proposed period of visit of 12 February 11 April 1995 (approximately).

Have our written solutions to your problem 1 arrived?

With best wishes.


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Director Dr. Louis S. Y. Chen May 1, 2004
(R at a;d) Ple hfoyIcrd ;fecess(/
Dear Louis:
How are you and family'? Very busy? Hope you will visit
your "campus" in MV here soon so that we can meet again) and we wnrld
like to invite you. Are your children (whom we met in 1985) here?
Please forward the following IMPORTANT message to your
colleague Bai the famous Chinese statistician I do not know his address
and fax number and hope he is with you. Ii not please forward. Do you
remember that either you or your then chairman/dean ask me to write a
letter of recommendation when you wanted to invite him to your (maybe
Economics ?^ department. ','e were acquainted when he was here with Ted.
/itn best reet'ards and please send a fax as reply.

Dear Dr. iai: C1) O
Iere is a good problem !orthy of your attention. ,Aany French
American and Italian prohabilists tried without success. However two
,f them and I did do half of tV e asymptotic without any use of ch. f.
I am sure you can. But how about the other half?
S \ OPEN Problem. -et be D wih D p
tk' kN e IID wih DF F. 1cpose
there i s a in (01,) such that fSn/nlra for all n>l have the same
distribution namely F. Prove that 1 -(x) 0 x- as x-,oo. This is of course
r.ul Levy's theorem (c. 192J). Now (I) Prove it without use of ch. f.
If that is too hard, then give a. short direct proof with ch. f. T?)ere is
a proof given implicitly only in the book by Onedenko-Kolmororov usInr
the NaYS :ffic conditions for the attraction of a DF to a stable 3?,
but nobody has shown how to choose a simple F to compute the limit of
the ch. f. of the normed sum to get any given stable law. Only in the
symmetric case it is shown in my Course. Please reply by fax: USA
S(O) 85 8 00 With kind regards,

c" li) ( 5 ) ( 9 7 3