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Re:Foundations of probability theory by d9fb698e010974b on Friday October 02, 2015 @02:31PM (#10320360)
Well you can just read the reviews to see that the Durrett text isn't well regarded while others like Chung's are. And the criticism about a probability space not being a sample space is correct, but I think it's clear what Tao meant there, namely that the sample space would be a part of a probability space.
Re:Foundations of probability theory by keithpeter on Friday October 02, 2015 @03:27PM (#10320684)
Thanks

The Amazon UK reviews of Chung's book lead me to A Probability Path by Sidney Resnick which appears to be aimed at non-mathematicians. I have invested (speaking as a renegade physicist lacking a systematic exploration of measure theory).