Probability Theory I & Probability Theory II (REPOST)

Book Description:

This book is intended as a text for graduate students and as a reference for workers in probability and statistics. The prerequisite is honest calculus.
The material covered in Parts Two to Five inclusive requires about three to four semesters of graduate study.
The introductory part may serve as a text for an undergraduate course in elementary probability theory. Numerous historical marks about results, methods, and the evolution of various fields are an intrinsic part of the text.
About a third of the second volume is devoted to conditioning and properties of sequences of various types of dependence.
The other two thirds are devoted to random functions; the last Part on Elements of random analysis is more sophisticated.



About this series (Graduate Texts in Mathematics):

Designed to bridge the gap between passive study and creative understanding, this series offers advanced-level introductions to current research. The volumes are carefully written as teaching aids and highlight characteristic features of the theory. They are often used as texts, and, in fact, most frequently their audience consists of the teachers and students of graduate courses in mathematics; they are, however, not only course books but are suitable for individual study as well.