Probability tools, tricks, and miracles by David Pollard is an advanced probability textbook dedicated to explaining the foundational inequalities, core mechanics, and historical evolution of modern empirical process theory. Shifting focus from traditional limit theorems to the powerful non-asymptotic inequalities that underpin them, the book begins with elementary calculus and convexity techniques—such as exponential tilting and conjugate convex functions—before exploring tail bounds for standard distribution families like subgaussian and subexponential. The latter half transitions into the abstruse geometric and combinatorial frameworks required to handle stochastic processes with uncountably infinite index sets, walking readers through chaining methodologies, Fernique’s majorizing measures, Michel Talagrand's admissible partitions, and Vapnik-Chervonenkis (VC) shatter dimensions.