The text contains detailed and complete proofs and includes instructive historical introductions to key chapters. These serve to illustrate the hurdles faced by

This very well written and accessible book emphasizes the reasons for studying measure theory, which is the foundation of much of probability. By focusing on me

The authors believe that a proper treatment of probability theory requires an adequate background in the theory of finite measures in general spaces. The first

"...the text is user friendly to the topics it considers and should be very accessible...Instructors and students of statistical measure theoretic courses will

Metric spaces; Functions on metric spaces; Fields; Measure; Integration; Differentiation; Types of convergence; Hilbert space; Probability; Characteristic funct