This book is intended as a text for graduate sudents and as a reference for workers in Probability and Statistics. The prerequisite is honest calculus. The material covered in Parts Two to Five inclusive requires about three to four semesters of graduate study. The introductory part may serve as a text for an undergraduate course in elementary probability theory.

本书为英文版。

这是一套公认的概率论经典教科书，可供高年级大学生和研究生使用，同时也是概率论和统计学方面的专家，学者经常使用的参考书。在这套书的第4版中增加了距离空间测定，随机游动，布朗运动及不变原理，后两部门尤为精彩。

PART FOUR: DEPENDENCE

CHAPTER VIII: CONDITIONING

SECTION

27. CONCEPT OF CONDITIONING

27.1 Elementary case

27.2 General case

27.3 Conditional expectation given a function

*27.4 Relative conditional expectations and sufficient a-fields

28. PROPERTIES OF CONDITIONING

28.1 Expectation properties

28.2 Smoothing properties

*28.3 Concepts of conditional independence and of chains

29. REGULAR PR. FUNCTIONS

29.1 Regularity and integration

*29.2 Decomposition of regular c.pr.‘s given separable a-fields

30. CONDITIONAL DISTRIBUTIONS

30.1 Definitions and restricted integration

30.2 Existence

30.3 Chains the elementary case

CHATPER IX:FROM INDERENDENCE TO DEPENDENXE

CHPATER X:ERGODIC THEOREMS

CHAPTER XI:SECOND ORDER PROPERTIES

PART FIVE:ELEMENSTS OF RANDOM ANALYSIS

CHAPTER XII:FOUNDATIONS MARTINGLES AND DECOMPABLTY

CHAPTER XIII:BROWNIAN MOTON AND LIMIT DISTRIBUTIONS

CHAPTER XIV:MARKOV PROCESSES

BIBLEOGRAPHY

INDEX