ABSTRACT
This chapter attempts to be a preview of the founding results of Probability Theory. This chapter introduces provides a gentle introduction to Measure theory and its link with the Probability Theory. Depending on the reader's background and education this may well be mountain to climb. However, we suggest that in such a case only a superficial reading is sufficient to only provide the flavor of the results. No deeper understanding or knowledge is necessary and at the sections that this is needed the reader or the lecturer will be warned to avoid them if he wishes without damage to the continuity of the basic results. Many of the results included are standards in many books and so no particular credit is provided for some of them although many standard texts are cited which elaborate more on them.
