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Unformatted text preview: taste. A good place to look for standard proofs. Dudley, R. M. Real Analysis and Probability A thorough text that has become one of my favourites. Read the notes at the end of each chapter to see how a real scholar works. Highly recommended. Feller, W. An Introduction to Probability Theory and Its Applications, Volume II A classic. If you are serious about probability theory you need to own this book (and the companion volume I). Covers lots of material not found in other texts. Very good on characteristic functions; very little on martin...
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This note was uploaded on 11/21/2009 for the course STAT 330 taught by Professor Davidpollard during the Spring '09 term at Yale.
- Spring '09