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

This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In

Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It p

Assuming only calculus and linear algebra, Professor Taylor introduces readers to measure theory and probability, discrete martingales, and weak convergence. Th

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