Wahrscheinlichkeitstheorie und Grundzüge der Masstheorie . De Gruyter , Berlin . Published in English as Probability Theory and Elements of Measure Theory . Transl . Lisa Rosenblatt . Holt , Rinehart & Winston , New York , 1972 .
Ambrose Warren (1946). Lectures on topological groups (unpublished). Ann Arbor. * du Bois-Reymond, P. (1876). Untersuchungen über die Convergenz und Divergenz der Fourierschen Darstellungsformeln. Abh. Akad. München 12:1–103.
This classic text offers a clear exposition of modern probability theory.
This book is intended primarily for students taking a graduate course in probability.
The final chapter is devoted to the one-dimensional central limit problem, with emphasis on the fundamental role of Prokhorov's weak compactness theorem. This book is intended primarily for students taking a graduate course in probability.
Real Analysis and Probability
Real Analysis and Probability