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Aug 1, 2012 at 17:02 comment added cardinal (+1) Good suggestions! Thanks for taking the time to put these together. Kallenberg as a first encounter with probability theory, even for someone with background in measure theory, may be a tad on the ambitious side. Having Dudley (or any of several other texts) at hand would be sufficient, and, perhaps, necessary.
Aug 1, 2012 at 15:32 history answered NRH CC BY-SA 3.0