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February 21

Books on measure theory & probability

Can someone suggest some books which teach measure theory together with probability. I know of Billingsley's Probability and Measure, but are there other less dense books? Thanks- Abdul Muhsy talk 05:08, 21 February 2021 (UTC)[reply]

Here are some titles, ordered by year.

J. F. C. Kingman; S. J. Taylor (1996). Introduction to Measure and Probability. Cambridge University Press. ISBN 978-0-521-05888-9.
Robert B. Ash; Catherine A. Doléans-Dade (2000). Probability and Measure Theory. Academic Press. ISBN 978-0-12-065202-0.
David Pollard (2001). A User's Guide to Measure Theoretic Probability. Cambridge University Press. ISBN 978-0-521-80242-0.
Krishna B. Athreya; Soumendra N. Lahiri (2006). Measure Theory and Probability Theory. Springer Science+Business Media. ISBN 978-0-387-32903-1.
George G. Roussas (2014). An Introduction to Measure-Theoretic Probability. Academic Press. ISBN 978-0-12-800042-7.

I haven't inspected any of them, but one might expect a "user's guide" to be more gentle. Amazon has user reviews for some. The ISBNs above are generally of the hardcover editions. There is a later edition of the Kingman & Taylor text, which differs only in some corrections. --Lambiam 09:21, 21 February 2021 (UTC)[reply]