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

Efe A OK (NYU Professor)