MTH716U / MTHM007 |
Measure Theory & Probability |
Course Material | Spring 2011 |
Course descriptions and course information
Problem sheets
Past exam papers
Books
Recommended course book: M. Capinski & E. Kopp, "Measure, Integral and Probability", 2nd edition, Springer, 2004
Also well worth reading: D. M. Bressoud, "A radical approach to Lebesgue's theory of integration", Cambridge, 2008
There are many other good books devoted to, or including sections on, the topics covered in this module. Some favourites available from the library are:
D. L. Cohn, "Measure Theory"
W. Rudin, "Real and complex analysis"
H. L. Royden, "Real analysis"