In the decades following its 1963 publication, this volume served as the standard advanced text in probability theory. Suitable for undergraduate and graduate students, the treatment includes extensive introductory material. "Every serious probabilist should, and doubtless will, possess a copy of this important work." - Journal of the American Statistical Association. AUTHOR: Michel Loeve (1907-1979) was born in Jaffa, Israel, and studied advanced mathematics in France. A Holocaust survivor of the Drancy concentration camp, Loeve emigrated to the United States and was Professor of Mathematics at Berkeley from 1948, adding the titles of Professor of Statistics in 1955 and Professor Emeritus in 1974.