Thanks for the insights. Chung seems quite doable at my current level. I skimmed through it sometime ago. I borrowed a copy of Neveu and it seemed a bit harder.
Care to share other references you like. Real & complex analysis and algebra, in particular, are most welcome.
I've mentioned books I've spent at least
some significant time with.
There are lots more books on my shelves
that look good, have good recommendations,
etc. but I haven't paid much attention to.
My interest in algebra is a bit meager --
I'm not seriously interested in number
theory, algebraic geometry, algebraic
topology, etc.
For real analysis, the books I mentioned
seem to me to provide really good sources.
Of course there is much more to analysis,
e.g., functional analysis. And there's
a lot to stochastic processes. And much
more to math.
If you want to dip your toes in algebraic geometry and functional analysis, you could do a lot worse than Lang's book on SL(2,R) for the former and Bollobas' for the latter.
Care to share other references you like. Real & complex analysis and algebra, in particular, are most welcome.