Probability measures and randown variables, pi and lambda systems,
expectation, the moment generating function, the characteristic function, laws
of large numbers, limit theorems, conditional contribution and expectation,
divisible laws and stable laws.
Durrett, R., Probability: Theory and Examples, 4th edition, Cambridge
University Press, 2010.
Billingsley, P., Probability and Measure, 3rd Edition, Wiley India, 2008.
Kallenberg, O., Foundations of Modern Probability, 2nd edition, Springer-
Walsh, J., Knowing the Odds: An Introduction to Probability, AMS, 2012.