Thisbookhasbeenwrittenforseveralreasons,notallofwhichareacademic.Thismaterialwasformanyyearsthefirsthalfofabookinprogressoninformationandergodictheory.Theintentwasandistoprovideareasonablyself-containedadvancedtreatmentofmeasuretheory,probabilitytheory,andthetheoryofdiscretetime