Real Analysis and Probability

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R. M. Dudley, ?Real Analysis and Probability?

Cambridge University Press | ISBN 052180972X | 2 edition (August 15, 2002) | 450 pages| PDF |  2.5 MB
This classic textbook, now reissued, offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The new edition has been made even more self-contained than before; it now includes a foundation of the real number system and the Stone-Weierstrass theorem on uniform approximation in algebras of functions. Several other sections have been revised and improved, and the comprehensive historical notes have been further amplified. A number of new exercises have been added, together with hints for solution.
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