Probability and measure. 2nd ed. (English) Zbl 0649.60001

Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics. New York etc.: John Wiley & Sons, Inc. XIV, 622 p.; $ 44.95 (1986).
[For the review of the first edition from 1979 see Zbl 0411.60001.]
In addition to correcting some errors, we have in this edition expanded the treatment of several topics, such as the asymptotic behavior of Markov chains, and added a few new ones, such as a central limit theorem for martingales. Although we have made cuts here and there, the second edition is longer than the first. It is still possible to cover most of the book in one academic year if all the starred topics are omitted.


60-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60Bxx Probability theory on algebraic and topological structures
28Axx Classical measure theory
60Fxx Limit theorems in probability theory
60E07 Infinitely divisible distributions; stable distributions
60E10 Characteristic functions; other transforms
60G50 Sums of independent random variables; random walks
60J05 Discrete-time Markov processes on general state spaces
60K25 Queueing theory (aspects of probability theory)