Preface to the First Edition.- Preface to the Second Edition.-
Outline of Contents.- Notation and Symbols.- Introductory Measure
Theory.- Random Variables.- Inequalities.- Characteristic
Functions.- Convergence.- The Law of Large Numbers.- The Central
Limit Theorem.- The Law of the Iterated Logarithm.- Limited
Theorems.- Martingales.- Some Useful Mathematics.- References.-
Allan Gut is Professor of Mathematical Statistics in the Department of Mathematics at Uppsala University, Sweden.
From the reviews of the second edition:"This book of over 600 pages gives a self-contained presentation of modern probability theory. This is an updated edition of an elementary introductory book on probability theory ... . Suitable as a textbook for beginning students in mathematics, statistics, computer science or economics ... . Also, it will be very useful to students and researchers in mathematics or theoretical physics." (Teodora-Liliana Radulescu, zbMATH, Vol. 1267, 2013)