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Measure and Integration (18.125)

Dudley, R. M. Real Analysis and Probability. Cambridge, UK: Cambridge University Press, 2002. ISBN: 9780521007542.
Sections Covered: Parts of Chapters 8-12.

Some topics will come from:

Feller, William. An Introduction to Probability Theory and its Applications. Vol. I and II. New York, NY: Wiley, 1968-1971. ISBN: 9780471257097 (Vol. II) 9780471257080 (Vol. I).

Ledoux, Michel. The Concentration of Measure Phenomenon. Vol. 89, Mathematical Surveys and Monographs. Providence, RI: American Mathematical Society, 2001. ISBN: 9780821828649.

Based on problem sets and attendance.