Probability Theory: Independence, Interchangeability, Martingales

This is a text comprising the major theorems of ProbabilityTheory and the measure theoretical foundations of the subject. The main topicstreated here are independence, interchangeability, and martingales; particularemphasis is placed upon stopping times, both as tools in proving theorems and asobjects of interest themselves. No prior knowledge of measure theory is assumedand a unique feature of the book is the combined presentation of measure andprobability. It is easily adapted for graduate students familiar with measuretheory.