The _right_ way of proving Gronwall's inequality.

"These notes give an elementary approach to parts of the theory of standard Borel and analytic spaces." Useful stuff, seeing as how the machinery of analytic sets and standard Borel spaces is used to justify the manipulations with suprema over uncountable sets in the theory of empirical processes, as well as the reduction of partially observed MDPs in general spaces to fully observed MDPs on the space of hyperstates.