# #resources/textbooks

• 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