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

The authors believe that a proper treatment of probability theory requires an adequate background in the theory of finite measures in general spaces. The first

According to a remark attributed to Mark Kac 'Probability Theory is a measure theory with a soul'. This book with its choice of proofs, remarks, examples and ex

This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics, probabili

Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and proba