论坛首发，附件是2013年的第二版，Springer Texts in Statistics收录，研究生概率论的经典教材
Probability: A Graduate Course (Springer Texts in Statistics) [Hardcover]
Allan Gut (Author)
Publication Date: October 17, 2012
ISBN-10: 1461447070
ISBN-13: 978-1461447078
Edition: 2nd ed. 2013
Like its predecessor, this book starts from the premise that, rather than being a purely mathematical discipline, probability theory is an intimate companion of statistics. The book starts with the basic tools, and goes on to cover a number of subjects in detail, including chapters on inequalities, characteristic functions and convergence. This is followed by a thorough treatment of the three main subjects in probability theory: the law of large numbers, the central limit theorem, and the law of the iterated logarithm. After a discussion of generalizations and extensions, the book concludes with an extensive chapter on martingales. The new edition is comprehensively updated, including some new material as well as around a dozen new references.