Course in Probability Theory 3rd Edition  (English, Paperback, Chung Chung)

I waited for a long time before this became available in
print. This book is a must for anyone who is interested
to learn probability at an advanced level. This is perhaps
the only book which gives a very concise introduction to
the topic of "measure" (there are many popular books and online
tutorials but they are too lengthy or lack focus).
This book also has an excellent chapter on convergence and
martingales. A must have for those doing applied research and
for those who want a qu...