This revised edition is suitable for a first-year graduate course on probability theory. For students with a good grasp of undergraduate probability, it is also a reasonably sophisticated introduction to modern analysis and how these two topics interact. It is a valuable reference for those in physics, engineering, and economics.

Cr�ticas:

'... uniformly well written and well spiced with comments to aid the intuition, so the readership should include a wide range, both of students and of professional probabilists ... We can expect it to take its place alongside the classics of probability theory.' F. B. Knight, Mathematical Reviews

'... a first class work of reference, for technique as well as for results and definitive theory ...' Peter Whittle, The Mathematical Intelligencer

'The various topics are nicely interwoven in what is obviously a well-thought-out exposition. The author's style makes key ideas easy to grasp.' Michael Cranston, Journal of the American Ststistical Association

'As the above list of topics shows, this book is much more than an introduction to probability ... the wealth of material presented and the strong emphasis on the intimate links between probability and analysis make this book worth having.' M. Schewizer, Zentralblatt f�r Mathematik

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