This is a textbook which will provide students with a straightforwardintroduction to the mathematical theory of probability. It is written with theaim of presen... » 

This is a textbook which will provide students with a straightforwardintroduction to the mathematical theory of probability. It is written with theaim of presenting the central results and techniques of the subject in acomplete and selfcontained account. As a result the emphasis is on givingresults in simple forms with clear proofs and to eschew more powerful forms oftheorems which require technically involved proofs. Any graduate student whohas a familiarity with real analysis will be able to use this text measuretheory is used only where necessary and undue abstraction is avoided.Throughout there are a wide variety of exercises to illustrate and to developideas in the text. «