A Basic Course in Probability Theory

See our review of the first edition. As indicated there, one must take “basic” in the title to mean foundational rather than introductory. Indeed, the very first sentence is “In the spirit of a refresher, we begin with an overview of the measure-theoretic framework for probability.”

The second edition, say the authors,

… continues to serve primarily as a text for a lively two-quarter or one-semester course in probability theory for students from diverse disciplines, including mathematics and statistics. Exercises have been added and reorganized… Sufficient material has been added so that in its entirely the book may also be used for a two-semester course in basic probability theory. The authors have reorganized material to make Chapters II–XIII as self-contained as possible. This will aid instructors of one semester (or two-quarter) courses in picking and choosing some material, while omitting some other. Material from a former chapter on Laplace transforms has been redistributed to parts of the text where it is used.

As the table of contents shows, the book covers a great deal of material in a short span, making it a useful reference as well.