Page 4, part (iv) of (1.1): inequality goes the wrong direction.
Page 4, line -3: last y should be an x.
Page 12, (3.1a): superfluous "If".
Page 43: reference to exercise 3.10 of Chapter 2 (two thirds of the 
	way down the page) should be to Exercise 3.23.
Page 17 in the remark: Probably there should be an argument "(y)"
	at the end of the equation.
Page 95 line 1: add "for x \in h Z" at the end of first line.
Page 123 line 1-2: proof box at end of line 2 should be at end of line 1.
Page 135, line -4: period should be a comma.
Page 158: Example should be numbered 7.5, not 7.4.  
Page 158 in (7.17): "$t^{3/2}$" should be "$t^{2/3}$".
Page 160, last line: $-\epsilon^2$ should be $-\epsilon^{-2}$.
Page 198: the sentence just before (3.6) is probably meant to go 
	just before Theorem (3.7).
Page 200, fourth line of the proof: $1 < k < n$ should be $1 \leq k < n$.
Page 243, top: $P(X = \infty) = 0$ is not the right reason to cite
	since it has not been shown for $\nu$: $\P$ refers to $\mu$, 
	with respect to which $\{X=\infty\}$ always has probability 0.
	Instead, need to argue that $L^1$-convergence implies
	$P(X = 0)$ is not equal to 1, hence by dichotomy $\P (X=0) = 0$,
	which now implies mutual absolute continuity.
Page 250, line 9: parentheses needed around (p-1) in the denominator.
Page 253: Reference to Kronecker's Lemma at the end of the proof of (4.10)
	should be to (8.5) of Chapter 1, not (8.1) of Chapter 1.
Page 254, line 5: displayed equation is missing a period at the end.
Page 306, Example 4.7: the exercise referred to should be 3.10, not 3.9.
Page 307, section header at top of page: changes to Section 5.5 a page 
	too early.
Page 374, line 4 from bottom: $t \mapsto \Omega (t)$ should be
	$\omega \mapsto \omega (t)$.
Page 375, proof of Theorem (1.5): \eta is not really needed.  
Page 377, header: Still in Section 7.1, not Section 7.2.
Page 430, equation (8.11): a factor of $2 \cdot (-1)^m$ is missing from the 
	summand.  Also, what happened to figure 7.8.1 from the second edition?
Page 430, line after equation (8.11): missing "o" in "Kolmogorov".
Page 459, in Exercise 4.3: j_m should be a_j.
Page 465: page header indicating name of the current section
	changes to A6 a page too early.
Page 477: space should go after comma, not before (first line)
Page 493: page references to branching processes are missing p. 243.
Page 494: the change of variables formula is on page 17, not page 16.