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"


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