This is the first of four books I have written; the one I worked the hardest on; and the one I am fondest of. It marked my goodbye to mathematics and probability theory. About the time the book was written, I left UCLA to go into the world of applied statistics and computing as a full-time freelance consultant.
The book went out of print well over ten years ago, but before it did a generation of statisticians, engineers, and mathematicians learned graduate probability theory from its pages. Since the book became unavailable, I have received many calls asking where it could be bought and then for permission to copy part or all of it for use in graduate probability courses.
These reminders that the book was not forgotten saddened me and I was delighted when SIAM offered to republish it in their Classics Series. The present edition is the same as the original except for the correction of a few misprints and errors, mainly minor.
After the book was out for a few years it became commonplace for a younger participant at some professional meeting to lean over toward me and confide that he or she had studied probability out of my book. Lately, this has become rarer and the confiders older. With republication. I hope that the age and frequency trends will reverse direction.