User's Guide to Measure Theoretic Probability To order: Cambridge University Press

Sample chapters

preface+TOC.pdf = table of contents etc (includes an outline for a one-semester course based on the book)
Intro.pdf = Chapter 1
Asrep.pdf = Chapter 10
MeasureTheory.pdf = Appendix A

typical.homework = homework problems from the last time I taught the probability course 

Icon  Name                    Last modified      Size  Description
[   ] Asrep.pdf               07-Jun-2001 04:40  214K  Chapter 10
[   ] Intro.pdf               14-Jan-2001 16:21  102K  Chapter 1
[   ] MeasureTheory.pdf       14-Jan-2001 16:21  128K  Appendix A
[   ] UGMTP.fixes.may03.pdf   30-May-2003 17:10  1.2M  
[   ] preface+TOC.pdf         07-Jun-2001 04:40   31K  table of contents
UGMTP.chapters.html

Chapter and Appendix summaries

Chapters
1 Motivation 2 A modicum of measure theory 3 Densities and derivatives
4 Product spaces and independence 5 Conditioning 6 Martingale et al.
7 Convergence in distribution 8 Fourier transforms 9 Brownian motion
10 Representations and couplings 11 Exponential tails and the law of the iterated logarithm 12 Multivariate normal distributions
Appendixes
A Measures and integrals B Hilbert spaces C Convexity
D Binomial and normal distributions E Martingales in continuous time F Disintegration of measures