Unformatted text preview: al limit theorem. Royden, H. L. Real Analysis An excellent reference for measure theory. Read Chapters 11 and 12 in particular. Whittle, P. Probability via Expectation Expectations as the starting point for the development of probability theory; similar to my approach. Very clear. Williams, D. Probability with Martingales A tad eccentric, but superbly clear. An author who conveys his enthusiasm for a great subject. Worth at least a browse at some stage during the course. Statistics 600: 10 January 1999 c David Pollard 1...
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- Spring '09
- Probability, Probability theory, martingales, Feller, David Pollard, Mathematical Theory Concise