ABSTRACT
This book is intended to provide a rigorous treatment of probability theory at the graduate level. The reader is assumed to have a working knowledge of probability and statistics at the undergraduate level. Certain things were over-simplified in more elementary courses because you were likely not ready for probability in its full generality. But now you are like a boxer who has built up enough experience and confidence to face the next higher level of competition. Do not be discouraged if it seems difficult at first. It will become easier as you learn certain techniques that will be used repeatedly. We will highlight the most important of these techniques by writing three stars (***) next to them and including them in summaries of key results found at the end of each chapter.
