Notes bibliogr. Index.

Probability spaces Conditional probability A first look at independence Probability sieves Numbers play a game of chance The normal law Probabilities on the real line The Bernoulli schema The essence of randomness The coda of the normal Distribution functions and measure Random variables Great expectations Variations on a theme of integration Laplace transforms The law of large numbers From inequalities to concentration Poisson approximation Convergence in law, selection theorems Normal approximation Appendix: Sequences, functions, spaces

From classical foundations to modern theory, this comprehensive guide to probability interweaves mathematical proofs, historical context and detailed illustrative applications