What it is
My typeset notes from a graduate measure-theoretic probability course. I write my own set of notes for every course I take; these were written up in LaTeX after each lecture, in my own words, with the proofs I found clearest.
The arc
Sigma-fields and Dynkin's π–λ theorem · Carathéodory extension · Lebesgue measure and the Vitali construction · measurable functions · the integral and the three convergence theorems · Lebesgue–Stieltjes and Fubini–Tonelli · L^p spaces and the classical inequalities · modes of convergence · Borel–Cantelli · laws of large numbers · characteristic functions and the CLT · a taste of ergodic theory.
Why abbreviated is a feature
Fifty pages, not five hundred. Everything proved is proved honestly, everything skipped is skipped deliberately — these are revision-speed notes for exams, qualifiers, or rebuilding intuition years later.
Also included
The custom preamble that typesets these notes — theorem environments, styling, the lot — so your own notes can look this good.