This textbok is designed for graduate students in probability theory. It merges measure theory with probability theory, and rather than deal only with "random variables" it also looks at "random objects". There is a chapter of introductory material for advanced topics, as well as over 1000 exercises, ranging from gambling theory to concrete calculations involving random sets. All of the problems in the exercises are designed to help students get beyond mere rote learning of theorems and proofs to a deep intuitive feel for the far-reaching implications of the theory. Solutions are provided for approximately a quarter of the exercises.
