Succinct. Reads like a lecture.

The book is a wonderful introduction to probability. Explanations are clear and concise. Theorems and important results are presented efficiently (they aren't hidden as examples), unlike other texts (Stirzaker). For those on the Oxford course, the first term and a half is contained completely in the first 100 pages. Only qualm is my desire to have fully worked solutions, but no one seems to do that short of a separate answer book.

Outstanding advanced undergraduate-level text in probability

This is an outstanding introductory text to probability. I found it in the library and used it as a supplement for a course in which Sheldon Ross's book was being used as a textbook.

This is a mathematics book, and it is dense, but it is very clear and accessible. It does not use measure theory, and develops intuition as well as understanding of theory. It is much denser and moves at a much faster pace than most undergraduate-level probability textbooks, but I found this very helpful--this book actually makes it fairly easy to learn and understand the theoretical aspects of probability, something that is not emphasized in books like the Ross.

My only complaint is that I wish the book had slightly more examples. Sometimes this book is a bit minimalist.

I would recommend this book as a textbook for a first course in probability for math majors or people who have experience reading fairly mathematical books. The book is also very useful for self-study and for reference, much more so than most of the thicker books that cover the same material.