Dive into the captivating world of probability with S. R. S. Varadhan's seminal work, "Probability Theory." This meticulously crafted text unfolds the complex tapestry of probability theory against the backdrop of measure theory, providing a comprehensive guide that is indispensable for first-year graduate students and invaluable to experts. Varadhan, a revered figure in the mathematical sciences, leverages his profound expertise to illuminate the foundational aspects of probability. From the extension theorem to the construction of measures and beyond, each concept is woven seamlessly into the narrative, ensuring a deep and intuitive understanding of the subject. "Probability Theory" is not merely a textbook; it is a journey through the landscape of mathematical logic, guided by one of its most distinguished navigators. Varadhan's masterful exposition on integration, product spaces, the Radon-Nikodym theorem, and conditional expectation, among other topics, transcends the traditional boundaries of academia. It invites readers to explore the elegant universe of probability theory, equipping them with the knowledge and tools to tackle complex problems. Whether you're embarking on a career in mathematical sciences or seeking to enrich your understanding of probability, Varadhan's work promises to be an enlightening compass, guiding you through the intricate and mesmerizing realm of probability theory.