Definitely the best textbook for a second course in probability now available. Written with excruciating lucidity and with an excellent choice of exercises. --Gian-Carlo Rota A very fine textbook which will become popular among students as well as among professors preparing an introductory course on stochastic processes. --Int'le Math. Nachrichten A splendid book to bring home the value and importance of stochastic processes. Highly recommended. --Choice
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