Real analysis and probability. 2nd edition. (English) Zbl 1023.60001

Dudley, R. M.

Cambridge Studies in Advanced Mathematics. 74. Cambridge: Cambridge University Press. x, 555 p. (2002).

This is a revised and slightly extended edition of the textbook (1989) reviewed in Zbl 0686.60001, providing a number of additional exercises and historical notes.

Reviewer: Peter Bank (Berlin)

MSC:

60-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
28-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration
60-XX	Probability theory and stochastic processes
28-XX	Measure and integration

Keywords:

probabilities on separable metric spaces; central limit theorem; integration theory

Citations:

Zbl 0686.60001