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MR1873379 (2002k:60003) 60-01 (60Axx 60E05 60F15 60G42 60G44 60J65)
Pollard, David A user's guide to measure theoretic probability. Cambridge Series in Statistical and Probabilistic Mathematics, 8. Cambridge University Press, Cambridge, 2002. xiv+351 pp. ISBN: 0-521-80242-3; 0-521-00289-3
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