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

Errata and comments

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[   ]Asrep.pdf 2001-06-07 04:40 214K 
[   ]Errata.pdf 2014-07-14 13:52 212K 
[   ]Intro.pdf 2001-01-14 16:21 102K 
[   ]MeasureTheory.pdf 2001-01-14 16:21 128K 
[   ]TOC.pdf 2001-06-07 04:40 31K 
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[   ]preface+TOC.pdf 2001-06-07 04:40 31K 
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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