Rick Durrett's Probability: Theory and Examples is available online and includes an introductory chapter on measure theory in probability. That's probably as good a match as you're going to find without paying for something. read more
Rick Durrett's Probability: Theory and Examples is available online and includes an introductory chapter on measure theory in probability. That's probably as good a match as you're going to find without paying for something. read more
If you know undergraduate analysis, you will find what you want in INTRODUCTION TO MEASURE THEORY by Terence Tao. The book contains topics you wouldn't necessarily find anywhere else, and will convey to you the spirit of real analysis. Unlike other books, this one is written FOR aspiring analysts by one of the best in the field. read more