Probability Theory

Probability theory forms the basis of mathematical statistics, and has applications in many related areas. This comprehensive book tackles the principal problems and advanced questions of probability theory in 21 self-contained chapters, which are presented in logical order, but are also easy to deal with individually. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results.
Probability theory is currently an extremely active area of research internationally, and the importance of the Russian school in the development of the subject has long been recognized. The frequent references to Russian literature throughout this work lend a fresh dimension to the book, and make it an invaluable source of reference for Western researchers and advanced students in probability related subjects.