This book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of takin

A concise introduction covering all of the measure theory and probability most useful for statisticians.

Features an introduction to probability theory using measure theory. This work provides proofs of the essential introductory results and presents the measure th

This very well written and accessible book emphasizes the reasons for studying measure theory, which is the foundation of much of probability. By focusing on me

This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales,