by Geoffrey Grimmett
These lecture notes have been prepared for students at the 2008 PIMS-UBC Summer School in Probability, for M2 students attending my course at the Institut Henri Poincaré, and for a Minerva Lecture course at Columbia University.
They are published by Cambridge University Press in 2010, as Volume 1 of the IMS Textbooks Series.
pdf file of July 2012, incorporating previous errata.
Erratum
Theorem 3.14 should read: For any increasing random variable
f: Omega \to R, the function etc...
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