Preface to the Second
In revising the first edition, I have resisted the temptation of adding more
topics to the text. The main aim has been to rectify the defects of the first
• Efforts have been made to remove the typos and correct the mis-
matched cross references. I hope there are none now.
• In view of the feedback received from students, at many places phrases
like 'trivial to verify', 'easy to see', etc have been expanded with
• Sequencing of topics in some of the chapters has been altered to make
the development of the subject matter more consistent.
• Short notes have been added to give a glimpse of the link between
measure theory and probability theory.
• More exercises have been added.
• Four new appendices have been added.
While preparing the first edition of this book, I was often questioned
about the 'utility' of spending my valuable 'research time' on writing a
book. The response of the students to the first edition and the reviewers'
comments have confirmed my confidence that writing a book is as valuable
as doing research. I thank all the reviewers of the first edition for their
encouraging remarks. Their constructive criticism has helped me a lot in
preparing this edition.