PATRICK BILLINGSLEY, PhD, is Professor of Mathematics and Statistics at the University of Chicago. His book, Probability and Measure, Third Edition, is also available from Wiley.

The book is a classic--it is almost an insult to review it. This second edition will, probably and rightly, be urged on today's research students by their predecessors, now their supervisors, who derived so much from the first edition. As the author says, 30 years ago the book would take the aspiring researcher to the forefront. Now, with the huge development over these years, it just provides an initial grounding, though no less essential. (The Statistician 49 (3) 2000)...it seems destined to become another clasic and is of interest even to those who already own the first edition. (Zentralblatt Math, Volume 944, No 19, 2000)

• Weak Convergence in Metric Spaces. The Space C. The Space D. Dependent Variables. Other Modes of Convergence. Appendix. Some Notes on the Problems. Bibliographical Notes. Bibliography. Index.

PATRICK BILLINGSLEY, PhD, is Professor of Mathematics and Statistics at the University of Chicago. His book, Probability and Measure, Third Edition, is also available from Wiley.

The book is a classic--it is almost an insult to review it. This second edition will, probably and rightly, be urged on today's research students by their predecessors, now their supervisors, who derived so much from the first edition. As the author says, 30 years ago the book would take the aspiring researcher to the forefront. Now, with the huge development over these years, it just provides an initial grounding, though no less essential. (The Statistician 49 (3) 2000)...it seems destined to become another clasic and is of interest even to those who already own the first edition. (Zentralblatt Math, Volume 944, No 19, 2000)

• Weak Convergence in Metric Spaces. The Space C. The Space D. Dependent Variables. Other Modes of Convergence. Appendix. Some Notes on the Problems. Bibliographical Notes. Bibliography. Index.

PATRICK BILLINGSLEY, PhD, is Professor of Mathematics and Statistics at the University of Chicago. His book, Probability and Measure, Third Edition, is also available from Wiley.

The book is a classic--it is almost an insult to review it. This second edition will, probably and rightly, be urged on today's research students by their predecessors, now their supervisors, who derived so much from the first edition. As the author says, 30 years ago the book would take the aspiring researcher to the forefront. Now, with the huge development over these years, it just provides an initial grounding, though no less essential. (The Statistician 49 (3) 2000)...it seems destined to become another clasic and is of interest even to those who already own the first edition. (Zentralblatt Math, Volume 944, No 19, 2000)

• Weak Convergence in Metric Spaces. The Space C. The Space D. Dependent Variables. Other Modes of Convergence. Appendix. Some Notes on the Problems. Bibliographical Notes. Bibliography. Index.