Choquet G. Lectures on Analysis. Vol. III: Infinite Dimensional Measures and Problem Solutions

W. A. Benjamin, 1976. — 338 p.
Modern analysts use a great variety of basic tools, many of which are common to analysts in several branches. I have tried, during a one semester graduate course in Princeton, to present some of those tools that I found useful in Potential theory, Probability theory and Harmonic analysis; they include parts of functional analysis, integration theory and general topology, but I have avoided as much as possible, parts of these theories which, although elegant and interesting in themselves, do not have a large range of applications.
Gustave Choquet.