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

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

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

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

Introductory treatment develops the theory of integration in a general context, making it applicable to other branches of analysis. More specialized topics incl