December 17, 2015 - Work on Chapter 3, on product spaces, has started. Main motivators for this: Fubini's Theorem and the change of variables theorem for Lebesgue integrals on R^n.

June 23, 2015 - Here will be work I'm doing in Probability and Measure Theory, 2nd edition, by Robert Ash and Catherine Doleans-Dade. This page is titled "Measure Theory and Probability" simply because the real emphasis is on measure theory first, with probability theory coming later. In large part we are dealing here with the traditional topics of a real analysis course. I'm not writing a textbook here; rather, I'm going through a textbook and doing selected problems, and occasionally including some additional material (definitions, theorems, proofs...) that I think will be useful for later reference.