Feller's most important work was Introduction to Probability Theory and its Applications (1950-61), a two volume work which he frequently revised and improved with new approaches, new examples and new applications.
Feller ang pinaka-mahalaga sa trabaho ay Panimula sa Probability theory at ang application (1950-61), isang dalawang dami ng trabaho na kung saan siya madalas na-revise at pinahusay na may bagong pagtugon, bagong mga halimbawa at ang bagong aplikasyon.