MTH754A

References:

  • Measure Theory and Probability Theory, by K. B. Athreya and S. N. Lahiri (Textbook 1)

  • Probability and Measure Theory, by Robert Ash (Textbook 2)

  • Probability: Theory and Examples, by Rick Durrett

  • Real Analysis, by H. L. Royden

  • Probability and Measure, by Patrick Billingsley

  • Measure Theory, by Paul R. Halmos

  • Probability, by Alan F. Karr