From the reviews of the second edition: "This book is a thoroughly revised and updated version of the first edition written by M. M. Rao. It expresses the in many ways original views of the authors on how the subject could be presented in graduate courses for students of mathematical sciences. ... Generally, lecturers will appreciate this book as a valuable source ... . the reviewer will definitely make use of this book for developing and revising his own lectures and encourage serious students to use it ... ." (Frank Beichelt, SIAM Review, Vol. 49 (2), 2007)

• Foundations.- Background Material and Preliminaries.- Independence and Strong Convergence.- Conditioning and Some Dependence Classes.- Analytical Theory.- Probability Distributions and Characteristic Functions.- Weak Limit Laws.- Applications.- Stopping Times, Martingales, and Convergence.- Limit Laws for Some Dependent Sequences.- A Glimpse of Stochastic Processes.

From the reviews of the second edition: "This book is a thoroughly revised and updated version of the first edition written by M. M. Rao. It expresses the in many ways original views of the authors on how the subject could be presented in graduate courses for students of mathematical sciences. ... Generally, lecturers will appreciate this book as a valuable source ... . the reviewer will definitely make use of this book for developing and revising his own lectures and encourage serious students to use it ... ." (Frank Beichelt, SIAM Review, Vol. 49 (2), 2007)

• Foundations.- Background Material and Preliminaries.- Independence and Strong Convergence.- Conditioning and Some Dependence Classes.- Analytical Theory.- Probability Distributions and Characteristic Functions.- Weak Limit Laws.- Applications.- Stopping Times, Martingales, and Convergence.- Limit Laws for Some Dependent Sequences.- A Glimpse of Stochastic Processes.