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This is the only book that gives a rigorous and comprehensive treatment with lots of examples, exercises, remarks on this particular level between the standard first undergraduate course and the first graduate course based on measure theory.

There is no competitor to this book.

The book can be used in classrooms as well as for self-study.

An Intermediate Course in Probability

Multivariate Random Variables.- Conditioning.- Transforms.- Order Statistics.- The Multivariate Normal Distribution.- Convergence.- An Outlook on Further Topics.- The Poisson Process.