Theory of Probability and Random Processes

From the reviews of the second edition:

"The book is based on a series of lectures taught by the authors at Princeton University and the University of Maryland. The material of the book can be used to support a two-semester course in probability and stochastic processes or, alternatively, two independent one-semester courses in probability and stochastic processes, respectively. ... will be found useful by advanced undergraduate and graduate students and by professionals who wish to learn the basic concepts of modern probability theory and stochastic processes." (Vladimir P. Kurenok, Mathematical Reviews, Issue 2008 k)

"The text is well written and the concepts and results motivated and explained. Most of the chapters include a section with exercises of varying difficulty. The material of the book has been used by the authors to teach one-year lecture courses at Princeton University and the University of Maryland to advanced undergraduate and graduate students. Summarising, the book is enjoyable and provides a concise well-motivated presentation of the material covered, suitable for lecture courses at an advanced level." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1181, 2010)