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MR2247694 60-01 (28Axx 60E05 60F05 60G05 60J05 60K05)
Athreya, Krishna B.; Lahiri, Soumendra N. Measure theory and probability theory. Springer Texts in Statistics. Springer, New York, 2006. xviii+618 pp. ISBN: 978-0387-32903-1; 0-387-32903-X
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