Publisher’s description: In the decades following its 1963 publication, this volume served as the standard advanced text in probability theory. Geared toward graduate students and professionals in the field of probability and statistics, the treatment offers extensive introductory material and is suitable for an undergraduate course in probability theory. The first four chapters cover notions of measure theory plus general concepts and tools of probability theory. Subsequent chapters explore sums of independent random variables, the central limit problem, conditioning, independence and dependence, ergodic theorems, and second order properties. The final two chapters examine foundations, martingales, and decomposability as well as Markov processes.
See the reviews of the previous editions in [Zbl 0066.10903; Zbl 0095.12201; Zbl 0108.14202]. For the reviews of the fourth edition published in two volumes see [Zbl 0359.60001; Zbl 0385.60001].