Foundations of Modern Probability

From the reviews of the first edition: "e;...Kallenberg's present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture into it may do so with confidence that they are in very capable hands."e; F.B. Knight, Mathematical ReviewsThis new edition contains four new chapters as well as numerous improvements throughout the text.