Boolean Algebra
Boolean Algebra (structure)
Propositional Calculus
Infimum and supremum
Limit superior and limit inferior
Wikipedia entry on Measure Theory
Appendix A "A User's Guide to Measure Theoretic Probability", by David Pollard.
Probability Space
Chapter 1 from "A User's Guide to Measure Theoretic Probability", by David Pollard.
Design of Experiments