Probability and measure, Michaelmas 2016

Lecturer: Jason Miller

Contact: jpmiller@statslab.cam.ac.uk

Lecture notes (written by Prof. J. R. Norris)

Example sheets

• Example sheet 1
• Example sheet 2
• Example sheet 3
• Example sheet 4

References

• P. Billingsley. Probability and Measure.
• R.M. Dudley. Real Analysis and Probability.
• R.T. Durrett. Probability: Theory and Examples.
• D. Williams. Probability with Martingales.