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