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http://mathoverflow.net/questions/20314/good-books-on-theory-of-distributions
http://mathoverflow.net/questions/36890/gentle-introduction-to-distribution-theory
Three possible courses of action:
I vote for merging, but I wanted to check to make sure nobody objects.
There's some overlap of answers; but D'Ancona's answer is completely new. It'd be a shame to have it wilt on a closed question. Merging sounds good to me.
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