Probability (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 49)

This is a very good textbook for probability theory. I have used previous editions as a textbook for my probability theory course and recently bought the 5th edition and read through it. 5th edition correct mistakes in previous editions and has some more beautiful examples. This book comprehensively goes over the basic and required knowledge to start doing research in probability theory and statistics. Nicely written and along with some other books such as real analysis by stein and measure theory by Adams can be used for a two semester course in probability theory. This book goes over required measure theory in the first chapter and beautifully explains LLN, Brownian motion, and many other topics in probability theory. I do recommend this book for every graduate student and researcher who want to do research in probability theory, statistics, and electrical engineering.

Fantastic books that is self contained with basic measure theory that a probability student that should know.

Fantastic book for a first introduction to graduate level probability theory. Makes you think the right amount. There are many confusing typos though , notably on the exponential martingale example.

Great resource for probability advanced topics, well rounded examples and concepts as well.

Since the draft is available online, I bought it just to have a physical book for daily reference. However, the binding condition of the book is terrible. It seems that they sold a poorly bound book. This is very disappointing.

I love having hard copies of books to study from, but this one gives me a headache to read, and not from the mathematics.The pages are too thin. Would not recommend.

I studied chapters 1 to 7 of this book, and I highly appreciate how it geared me up with not only the important definitions and theorems in probability theory but also the intuition behind them. I learned probability theory much better from this book than from Erhan Çinlar's Probability and Stochastics.My only complaint is that the quality of the content degraded significantly and abruptly after Chapter 7 (Brownian motion) and onward. There are a lot of typos, incomplete sentences, and weird usages of notations without explanations, making it difficult to understand what the actual results are he's trying to prove. I suggest switching to Le Gall's Brownian Motion, Martingales, and Stochastic Calculus instead after finishing chapters 4 or 5.Overall I think this textbook is great for first exposure to measure-theoretic probability.