Foundations of Modern Probability

From the reviews of the first edition: "...Kallenberg''s present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture into it may do so with confidence that they are in very capable hands." F.B. Knight, Mathematical Reviews
This new edition contains four new chapters as well as numerous improvements throughout the text.