Probability: A Graduate Course : A Graduate Course Like its predecessor this book starts from the premise that rather than being a purely mathematical discipline probability theory is an intimate companion of statistics. The book starts with the basic tools and goes on to cover a number of subjects in detail including chapters on inequalities characteristic functions and convergence. This is followed by explanations of the three main subjects in probability: the law of large numbers the central limit theorem and the law of the iterated logarithm. After a discussion of generalizations and extensions the book concludes with an extensive chapter on martingales. The new edition is comprehensively updated including some new material as well as around a dozen new references