This textbook comprises the major theorems of probability and its measure theoretic foundations. The main topics covered are independence, interchangeability. No prior knowledge of measure theory is assumed, and a unique feature of the book is the combined presentation of measure and probability. Special features include: an up-to-date treatment of U-statistics, a comprehensive treatment of the law of iterated logarithm, Infinitely divisible and stable laws, complete treatment of Borel-cantelli lemmas and laws of large numbers.