I am going to start my PhD in Statistics next fall and I am currently studying some math (in part because I don't want to stay too much time without studying something and in part to be sure that I won't struggle with my courses in the first semesters).
I covered almost all Stephen Abbott "Understanding Analysis" and then I moved forward to "Principles of Mathematical Analysis" by Walter Rudin and "measures integrals and martingales" by Schilling.
The fact is that besides Abbott's book the others are pretty big books, with hundred of pages and covering a wide sprectrum of topics and I am not really sure which chapters in particular I should study.
For those who have some experience with these (or similar) books, could you give me some brief idea on which topic I should put more attention?
Thanks in advance.