<strong>Probability theory</strong> forms the basis of mathematical statistics and hasapplications in many related areas. This comprehensive book tackles thepri... » 

Probability theory forms the basis of mathematical statistics and hasapplications in many related areas. This comprehensive book tackles theprincipal problems and advanced questions of probability theory in 21 selfcontained chapters which are presented in logical order but are also easy todeal with individually. The book is further distinguished by the inclusion ofclear and illustrative proofs of the fundamental results.Probability theory is currently an extremely active area of researchinternationally and the importance of the Russian school in the development ofthe subject has long been recognized. The frequent references to Russianliterature throughout this work lend a fresh dimension to the book and make itan invaluable source of reference for Western researchers and advanced studentsin probability related subjects. «