This is a good textbook to teach over a year at the graduate level. A basic knowledge of measure theory is assumed, though the relevant results (with proofs) are reproduced in the appendix---rendering the text fairly comprehensive. There are also a reasonable number of excercises of about medium difficulty. While not being absolutely trivial, they are amenable, this keeps up motivation and enables learning. It is however a good idea to keep a text such as Shirayev's (Springer-Verlag) by one's side, if only to look at a slightly different approach. While not lacking in rigour, the book _is_ slightly less formal than Shirayev's. In all, a very good book for a first introduction to the formal theory of probability

[此贴子已经被作者于2007-7-17 21:20:00编辑过]