Probability and Measure

Praise for the Third Edition

"It is, as far as I''m concerned, among the best books in math ever written....if you are a mathematician and want to have the top reference in probability, this is it." (Amazon.com, January 2006)

A complete and comprehensive classic in probability and measure theory

Probability and Measure, Anniversary Edition by Patrick Billingsley celebrates the achievements and advancements that have made this book a classic in its field for the past 35 years. Now re-issued in a new style and format, but with the reliable content that the third edition was revered for, this Anniversary Edition builds on its strong foundation of measure theory and probability with Billingsley''s unique writing style. In recognition of 35 years of publication, impacting tens of thousands of readers, this Anniversary Edition has been completely redesigned in a new, open and user-friendly way in order to appeal to university-lev