1. K B Athreya and S N Lahiri, Measure Theory and Probability Theory, Springer, New York, (see also TRIM Series Vol.36 and 41, 2006).
2. K B Athreya, M Delampady and T Krishnan, MCMC Methods, Resonance, April, July, October, December, 2003.
3. J L Doob, Stochastic Processes, John Wiley, New York, 1953.