Definitely the best textbook for a second course in probability now available. Written with excruciating lucidity, and with an excellent choice of exercises. -Gian-Carlo Rota, The Bulletin of Mathematics Books
In summary, Resnick has succeeded [in writing] a very fine textbook which will become popular among students as well as among professors preparing an introductory course on stochastic processes. -Internationale Mathematische Nachrichten
A splendid book to bring home the value and importance of stochastic processes. Highly recommended. -Choice
There are so many good introductory texts on [stochastic processes] that one can hardly hope to write a better or more attractive one. This book, however, convinced the reviewer that it very likely that the Adventures will beocme a widely used, popular first year graduate text on stochastic processes. The book is flexible, the motivations of deep theories are clear, the examples and exercises are interesting. ---Zentralblatt MATH