Rosenthal, Jeffrey S. (Jeffrey Seth) and Rosenthal, Jeffrey S. (Jeffrey Seth)
Probabilities., Measure theory., and Probability measures.
"This textbook is an introduction to probability theory using measure theory. It is designed for graduate students in a variety of fields (mathematics, statistics, economics, management, finance, computer science, and engineering) who require a working knowledge of probability theory that is mathematically precise, but without excessive technicalities. The text provides complete proofs of all the essential introductory results."--Jacket.