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"...an exceptionally thorough and scholarly treatise on modern probability and selected major topics in mathematical statistics. The volumes provide an exciting and potentially profitable opportunity, both for reading and teaching...a fresh and exciting opportunity for researchers, instructors and students a like...the high quality of the main material made it difficult for me to put the books down long enough to complete this review."-Publication of the International Statistical Institute"...a useful text for library shelves and reference."-Journal of the Royal Statistical Society"...This is one of the few monographs which combines a deep and rigorous treatment of measure theory on the one hand with applications on the other hand."-Zbl. Math.