Authors Krishna B. Athreya Soumendra N. Lahiri Copyright 2006 Publisher Springer-Verlag New York DOI 10.1007/978-0-387-35434-7 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 theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. It is intended primarily for first year Ph.D. students in mathematics and statistics although mathematically advanced students from engineering and economics would also find the book useful. Prerequisites are kept to the minimal level of an understanding of basic real analysis concepts such as limits, continuity, differentiability, Riemann integration, and convergence of sequences and series. A review of this material is included in the appendix.

严加安老师的测度论讲义，清晰版，对学习分析和概率的人很有帮助

基于测度论的概率统计教材，数学专业。作者Jun Shao。