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This is a classic text comprising the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability, and martingales; particular emphasis is placed upon stopping times, both as tools... Read Full Overview

This is a classic text comprising the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability, and martingales; particular emphasis is placed upon stopping times, both as tools... Read Full Overview

Probability theory is a branch of mathematics dealing with chance phenomena and has clearly discernible links with the real world. The origins of the sub- ject, generally attributed to investigations by the renowned french mathe- matician Fermat of problems posed by a gambling... Read Full Overview