Contents

These lecture notes constitute a preliminary draft of a textbook on real analysis and probability for graduate students in economics.

PART 1: Real Analysis Chapter 1: Preliminaries of Mathematical Analysis

Chapter 2: Metric Spaces

Chapter 3: Continuity I

Chapter 4: Continuity II

Chapter 5: Linear Spaces, Convexity and Separation

Chapter 6: Metric and Normed Linear Spaces

PART 2: Probability Theory Chapter 7: Elements of Probability Theory

Chapter 8: Weak Convergence

Chapter 9: Stochastic Independence

Chapter 10: Stochastic Dependence

Chapter 11: Markov Processes

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