Foundations of Modern Probability

From the reviews of the first edition: "... To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy''s and Doob''s well-known examples, and those which aim primarily to assimilate known material, such as Loeve''s and more recently Rogers and Williams''. Seen in this light, Kallenberg''s present book w...