Real Analysis Books and Notes



  • Rudin: Real and complex analysis

    Good general reference but the following books have more useful techniques

  • Stein and Shakarchi: Real analysis.

    Does not have \(L^p\) spaces. A good source for this and convexity is Lieb-Loss: Analysis, Chapter 2.

  • Stein and Shakarchi: Fourier Analysis.

    This book is very elementary but more than sufficient chapters 2 and 3 are Fourier series, chapter 5 is Fourier transform.

  • Evans: Partial Differential Equations. Chapter 5.

    For Sobolev spaces

  • Shiryayev: Probability.

  • Feller: An Introduction To Probability Theory And Its Applications

  • Durrett: Probability: Theory And Examples



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