This volume contains the complete proceedings of the miniconference, "Probability and Analysis", held at the University of New South Wales, in Sydney, in July 1991. The main topics of the conference were the use of probability in analysis, and geometric and operator theoretic aspects of Banach space theory. The inspiration for the conference was the visits to Australia of Aleksander Pelczynski and Don Burkholder. After some intiial indecision as to whether organising a conference was really a good idea, Werner, Ricker and Ian Doust put the wheels in motions. Professors Pelczynski and Burkholder were joined by local invited speakers Gavin Brown, Garth Gaudry and Alan McIntosh. Another twenty speakers gave contributed papers. In total over fifty mathematicians from a wide variety of institutions took part in what was to be a very enjoyable meeting, spanning a wide range of analysis.