From the Preface to the First Edition

When writing a graduate level mathematics book during the last decade of the twentieth century, one probably ought not inquire too closely into one's motivation. In fact, if ones own pleasure from the exercise is not suffcient to justify the effort, then one should seriously consider dropping the project. Thus, to those who (either before or shortly after opening it) ask for whom was this book written, my pale answer is me; and, for this reason, I thought that I should preface this preface with an explanation of who I am and what were the peculiar educational circumstances that eventually gave rise to this somewhat peculiar book.

My own introduction to probability theory began with a private lecture from H.P. McKean, Jr. At the time, I was a (more accurately, the) graduate student of mathematics at what was then called The Rockefeller Institute for Biological Sciences. My offcial mentor there was M. Kac, whom I had cajoled into becoming my adviser after a year during which I had failed to insert even one micro-electrode into the optic nerves of innumerable limuli. However, as I soon came to realize, Kac had accepted his role on the condition that it would not become a burden. In particular, he had no intention of wasting much of his own time on a reject from the neurophysiology department.