Probability e-bog

This book is a text at the introductory graduate level, for use in the one- semester or two-quarter probability course for first-year graduate students that seems ubiquitous in departments of statistics, biostatistics, mathemat- ical sciences, applied mathematics and mathematics. While it is accessi- ble to advanced ("e;mathematically mature"e;) undergraduates, it could also serve, with supplementation, for a course on measure-theoretic probability. Students who master this text should be able to read the "e;hard"e; books on probability with relative ease, and to proceed to further study in statistics or stochastic processes. This is a book to teach from. It is not encyclopredic, and may not be suitable for all reference purposes. Pascal once apologized to a correspondent for having written a long letter, saying that he hadn't the time to write a short one. I have tried to write a short book, which is quite deliberately incomplete, globally and locally. Many topics, including at least one of everyone's favorites, are omitted, among them, infinite divisibility, interchangeability, large devia- tions, ergodic theory and the Markov property. These can be supplied at the discretion and taste of instructors and students, or to suit particular interests.