Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit th[...]
The purpose of this book is to prepare the reader for coping with abstract mathematics. The intended audience is both students taking a first course in abstract algebra who feel the need to strengthen their background, and those from a more applied background who need some experience in dealing with[...]