Stroock (mathematics, Massachusetts Institute of Technology) introduces probability theory to advanced undergraduate and beginning graduate students who are interested in mathematics but who do not necessarily have a foundation in analysis. After some background and preliminaries, he covers probability theory on uncountable sample spaces, some applications to probability theory, the central limit theorem and Gaussian distributions, discrete parameter stochastic processes, some continuous-time processes, and martingales. Chapter-end exercises are provided. Annotation ©2013 Book News, Inc., Portland, OR (booknews.com)