This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics, probability and other related areas, should be equipped with. The approach is classical, avoiding the use of mathematical tools not necessary for carrying out the discussions. All proofs are presented in full detail. The book features excellent exposition marked by a clear, coherent and logical devleopment of the subject. It is easy to understand, with detailed discussion of material and complete proofs.