This textbook is an introduction to probability theory using measure theory It is designed for graduate students in a variety of fields mathematics, statistics, economics, management, finance, computer science, and engineering who require a working knowledge of probability theory that is mathematically precise, but without excessive technicalities The text provides comThis textbook is an introduction to probability theory using measure theory It is designed for graduate students in a variety of fields mathematics, statistics, economics, management, finance, computer science, and engineering who require a working knowledge of probability theory that is mathematically precise, but without excessive technicalities The text provides complete proofs of all the essential introductory results Nevertheless, the treatment is focused and accessible, with the measure theory and mathematical details presented in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects In this new edition, many exercises and small additional topics have been added and existing ones expanded The text strikes an appropriate balance, rigorously developing probability theory while avoiding unnecessary detail.

A First Look at Rigorous Probability Theory This textbook is an introduction to probability theory using measure theory It is designed for graduate students in a variety of fields mathematics statistics economics management finance compute

A neat, concise and comprehensive introduction to the subject.The text strikes an appropriate balance, rigorously developing probability theory in the language of measure theory while avoiding unnecessary details.

Everyone should read this book when taking an advanced probability course. One of the best introductions to the subject.