Publisher's Synopsis
The book is based on the author's lectures delivered to postgraduate students of Karnatak University for several years. It was in circulation as lecture-notes for some time. Improvements in the format and contents have been made now. Problems which are based on university examinations in India have also been incorporated at the end of different chapters.;The book covers the syllabus of one-year courses on probability theory as taught in most of the Indian universities. The emphasis is on rigorous derivation using axiomatic approach. But intuitive appeal of various results is not overlooked. Measure theory is viewed as the generalisation of probability theory, rather than considering the latter as a particular case of the former. It can be used by postgraduate students of mathematics to get to know probability theory.;The present edition of the book incorporates many suggestions communicated to the author by a number of users. The chapters on law of large numbers and central limit theorem have been expanded and completely rewritten. Numerous examples and problems have been added at the end of almost all chapters to make the book more useful to teachers and students.
