A text for a probability course, popular since publication of the first edition in 1968. Coverage includes distribution function, measure theory, random variables and properties of mathematical expectation, convergence concepts, the law of large numbers, and random series. Other topics covered include characteristic function, central limit theorem and its ramifications, random walk, conditioning, Markov property, and properties of super- and submartingales. This third edition contains new material on measure and integral. The author is affiliated with Stanford University. Annotation c. Book News, Inc., Portland, OR (booknews.com)