Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.

Clear, readable style
Solutions to many problems presented in text
Solutions manual for instructors
Material new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statistics
No knowledge of general topology required, just basic analysis and metric spaces
Efficient organization

About the Author

Robert B. Ash as written about, taught, or studied virtually every area of mathematics. His books include Information Theory, Topics in Stochastic Processes, The Calculus Tutoring Book, Introduction to Discrete Mathematics, and A Primer of Mathematics.

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