By Rick Durrett. The author-hosted PDF title page identifies Version 5, January 11, 2019; the preface describes the fifth edition.
Cited passages: Probability: Theory and Examples (fifth edition), PDF title page (PDF p. 1): title, whole-book author, Version 5 January 11, 2019, and copyright; Preface (PDF p. 3): fifth edition identification; §2.5 Convergence of Random Series, printed p. 81 (PDF p. 89): tail sigma-field definition and Examples 2.5.1–2.5.2; Theorem 2.5.3 and proof steps (a)–(b), printed pp. 81–82 (PDF pp. 89–90).
Additional cited passages: §3.3.1 definition, printed p. 125; Theorem 3.3.1(a)–(d) and proof, and Theorem 3.3.2 and proof, printed p. 126; §3.3.3, Theorem 3.3.18, printed p. 134.
Cited passages: the definition starts on printed p. 205. Equation (4.1.5) and Theorem 4.1.13 on p. 212 give the law of total expectation and nested tower property. Theorem 4.1.15 on p. 213 gives the conditional mean as an orthogonal projection and the best predictor under mean squared error.

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