This monograph is an expanded version of lecture notes I have used over the past eight years.. I first taught this subject at Harvard's Department of Statistics 1981-82 when a version of these notes were issued. I've subsequently taught the subject at Stanford in 1983 and 1986. I've also delivered lecture series on this material at Ohio State and at St.. Flour.. This means that I've had the benefit of dozens of critics and proofreaders the graduate students and faculty who sat in. Jim Fill, Arunas Rudvalis and Hansmartin Zeuner were particularly helpful. Four students went on to write theses in the subject - Douglas Critchlow, Peter Matthews, Andy Greenhalgh and Dan Rockmore. Their ideas have certainly enriched the present version.