This book is based on lectures I gave at the Department of Mathematics and Statistics, University of Helsinki, during the academic year 2005–2006. I am indebted to the students who followed the course, in particular to Åsa Hirvonen, Meeri Kesälä, Ville Nurmi, Eero Raaste, and Ryan Siders. Thanks also go to Ville Nurmi for suggesting numerous corrections to the text, compiling the solutions to the exercises in the course, and for allowing me to include the solutions in this book. I am very grateful to Wilfrid Hodges for many useful discussions on dependence. I thank the Newton Institute (Cambridge, UK) for inviting me for the five weeks, during which time the final manuscript was prepared. The preparation of the manuscript was partially supported by grant 40734 of the Academy of Finland. I wish to thank Peter Thompson of Cambridge University Press for all the arrangements concerning publishing, and I am deeply grateful to Juliette Kennedy for her generous help in all stages of writing this book.