This book is an excellent introduction to probability theory for students who have some general experience from university-level mathematics, in particular, analysis. It would be suitable for reading in conjunction with a second or third year course in probability theory. Besides the standard material, the author has included sections on special topics, for example percolation and statistical mechanics, which are direct applications of the theory.
Yakov G. Sinai
Probability theory Random variable Wahrscheinlichkeit Wahrscheinlichkeitstheorie conditional probability measure theory random walk