Praise for the Third Edition

-It is, as far as I'm concerned, among the best books in math ever written....if you are a mathematician and want to have the top reference in probability, this is it.- (Amazon.com, January 2006)

A complete and comprehensive classic in probability and measure theory

Probability and Measure, Anniversary Edition by Patrick Billingsley celebrates the achievements and advancements that have made this book a classic in its field for the past 35 years. Now re-issued in a new style and format, but with the reliable...