Measure Theoretic Probability, Lesson 1

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  • Опубліковано 10 жов 2024
  • Fields and sigma fields!

КОМЕНТАРІ • 32

  • @dantran9138
    @dantran9138 Рік тому +14

    I was lucky to take classes with Jem in person. She is simply awesome! The most genuinely effective teacher that every student should have.

  • @annaczgli2983
    @annaczgli2983 Рік тому +6

    I honest to God don't know why YT recommended me this video, as I'm not even a STEM person (maybe it's cuz I previously checked out some Machine Learning videos to see what the fuss was, I guess). But, I really liked your video!
    Amazingly I understood almost everything! Maybe it's cuz you initially framed this thing as a language, which is a really helpful headspace for us non-tech folks to get into when trying to understand stuff. Also, your motivating examples, like why we can substitute complements in the field conditions via De-Morgan's etc., really helped.
    This was so weird & fun. You've got a sub! 🤗

  • @Cid2065
    @Cid2065 Рік тому +4

    Fabulous! Already the clearest intro on this topic out there. KEEP GOING!!

  • @algorithmo134
    @algorithmo134 Рік тому +5

    🎉finally. I have waited for so long. ❤❤

  • @ujjwalsehrawat3179
    @ujjwalsehrawat3179 Рік тому +2

    I haven't yet taken a course in measure-theoretic probability but my Bayesian statistics class just covered such concepts (as review) in its first week. I have been trying learning it from readings and class discussions. Your lecture, thanks to its engaging style and clear examples, has been a great source of learning.Thank you so much! Eagerly awaiting future lectures.

    • @AProbabilitySpace
      @AProbabilitySpace  Рік тому

      Thank you for your kind words, the next lecture is coming soon!

  • @ТимурГубаев-ж8ы
    @ТимурГубаев-ж8ы 3 місяці тому

    Вот это я понимаю! Спасибо за подробное и последовательное объяснение!

  • @JDMathematicsAndDataScience
    @JDMathematicsAndDataScience 6 місяців тому +1

    Thanks a lot for this course. I have hoping to find it for some time.

  • @zekiakyol
    @zekiakyol Рік тому +1

    Thank you for the great lecture 🎊
    I loved the space background!

  • @robertcorcoran3937
    @robertcorcoran3937 Рік тому

    What a great presentation.

  • @madhavpr
    @madhavpr Рік тому

    Fabulous !!! :D :D :D I loved your mathematical statistics course and am currently learning Markov chains from your videos. I've always struggled with measure theory for some reason (despite being "decent" at real analysis). But I really want to understand it to get better at some of my favorite math topics. I hope this course will change my perception about measure theory. Is there a course website which has the schedule of topics covered and the associated readings/textbooks/notes etc?

  • @voidzennullspace
    @voidzennullspace 5 місяців тому

    What book recommendations do you have for this subject? Thank you for posting such amazing knowledge for the world to share and enjoy!

    • @AProbabilitySpace
      @AProbabilitySpace  5 місяців тому

      I recommend "First Look At Rigorous Probability Theory" by Rosenthal, and, if you want to go deeper, "Measure Theoretic Probability" by Billingsley. 🙂

  • @junemcontreras
    @junemcontreras 3 місяці тому

    You are an amazing teacher!

  • @peterm3989
    @peterm3989 Рік тому +1

    Perhaps this is a naive question, but what prerequisites do you recommend for learning measure theoretic probability?

    • @AProbabilitySpace
      @AProbabilitySpace  Рік тому +2

      Real analysis would be the best but at least something proof based. :) Good luck!

  • @bvds2007
    @bvds2007 Рік тому

    Great. I was taught probability theory as an applied scientist I.e. as fact, without proofs. In some fields like quant finance, every discussion starts with a statement about sigma algebras, Borel sets, filtrations and all sorts of gobbledygook which makes no sense to me. This may help…

  • @amorphous8826
    @amorphous8826 Місяць тому

    👍

  • @fishfeelpain7764
    @fishfeelpain7764 Місяць тому +1

    9:47 I can't think of an example where (i) and (ii) is fulfilled but (iii) is not fulfilled.

    • @AProbabilitySpace
      @AProbabilitySpace  Місяць тому +1

      How about the empty set, a set A, a set B, A complement, B complement, and Omega?

    • @algorithmo134
      @algorithmo134 25 днів тому

      @@AProbabilitySpace Hi, is it because AUB is not necessarily in the set? But I am confused. We are supposed to take the union from n =1 to infinity and show that (iii) is not fullfilled. How do we achieve that? Can we do AUBUAUBAUB... repeatedly?

  • @TheTacticalDood
    @TheTacticalDood Рік тому

    Would you recommend a book to follow along?

    • @AProbabilitySpace
      @AProbabilitySpace  Рік тому +2

      Hi. I'm not really following a book but I like Rosenthal's "A First Look at Rigorous Probability Theory"!

  • @duckdaku2834
    @duckdaku2834 5 місяців тому

    🐮👍

  • @ZerjtheZerg
    @ZerjtheZerg Рік тому

    Why couldn't we define the final set in the video as (0, 1-e] for a small e instead of (0,1) in order to make it fit within F?

  • @VipulVerma-q4f
    @VipulVerma-q4f 24 дні тому

    Can you share the notes?

  • @happyandhealthy888
    @happyandhealthy888 8 місяців тому

    20000 in my pocket.