This is an archived course. A more recent version may be available at


Course Meeting Times

Lectures: 3 sessions / week, 1 hour / session


Measure and Integration (18.125)


Buy at Amazon Dudley, R. M. Real Analysis and Probability. Cambridge, UK: Cambridge University Press, 2002. ISBN: 9780521007542.
Sections Covered: Parts of Chapters 8-12.

Some topics will come from:

Feller, William. An Introduction to Probability Theory and its Applications. Vol. I and II. New York, NY: Wiley, 1968-1971. ISBN: Buy at Amazon 9780471257097 (Vol. II) Buy at Amazon 9780471257080 (Vol. I).

Buy at Amazon Ledoux, Michel. The Concentration of Measure Phenomenon. Vol. 89, Mathematical Surveys and Monographs. Providence, RI: American Mathematical Society, 2001. ISBN: 9780821828649.


Based on problem sets and attendance.