- Probability Theory \& Measure Theory (1999), 2nd Ed., by R. Ash and C. Doleans-Dale
- Probability, Theory and Examples (2019), 5th Ed., by R. Durrett.
- Probability and Measure (1995), 3rd edition, by P. Billingsley.
- A User's Guide to Measure Theoretic Probability (2002), by David Pollard.
- High-Dimensional Probability (2019) by R. Vershynin.
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