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

This is a graduate level textbook on measure theory and probability theory. The book can be used as a text for a two semester sequence of courses in measure the

Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are