Can you advise some good books covering areas which are required for serious probability theory studies (e.g. measure theory, functional analysis)? Preferably this book should have some problem sets to work on. Thanks!
Supplementary reading for probability theory studies
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probability
reference-request
soft-question
learning
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1Should be community wiki. – 2010-09-26
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0The answers should be cw as well. Or do they become automatically? – 2010-09-26
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0Apparently only answers that appeared after the question was made cw become cw automatically. – 2010-09-26