Chapter 01. Measure theory, probability and combinatorics (with subtitles)

This video covers Chapter 1 (measure theory, probability and combinatorics) of my textbook Stochastic Modeling, Springer.

0:00:38 - Overview
0:09:52 - Limitations of the Riemann integral
0:17:55 - Basics of measure theory
1:02:16 - Measure-theoretic probability
1:09:10 - Combinatorics in symmetric probability spaces
1:38:42 - Venn diagram and inclusion-exclusion identity
2:00:36 - Monotone and dominated convergence theorems
2:37:11 - Fubini's theorem
2:47:34 - Counter-examples to the three theorems

[drdale]

Former student here. Thank you very much for making these videos. The diagrams of how different concepts feed into eachother helps so much for remembering the details of this subject. Probability is my favorite subject so I’m looking forward to reviewing this material and following along with these lectures! Best!

[vivicalviv]

THANK YOU Pr. Lanchier for this latest set of videos. I've learned so much from your prior set of whiteboard videos, and really look forward to brushing up on these topics in this latest release.

[mathmo]

Great stuff, thank you for sharing it with the world! Merci a vous, Prof. Lanchier

[Braunschtiz]

Thanks for the video.I've been searching videos which can explain measure theory for a year.

[formulaEins]

Hi professor Lanchier I hope you are doing well, this is the greatest channel I have ever come across and your explanation on the stuff are awesome. If you could make the other videos with subtitles too I think all the viewers would really appreciate, and thank you for the effort that you put in to make these videos. I am going to share this channel to all my friends. Wish you all the best

[arcane]

Absolutely amazing thank you for teaching me this

[random-cy]

Amazing thanks for sharing, I will be taking class FE610 Stochastic at Stevens Institute in Autumn semester, part of my Msc FInancial Engineering. I am currently prepping up as it is the toughest class on the program

[DestinyMaya-sk]

whoa!! this taught me so much❤! i absolutely love your accent. are you french😊?

[cyrustaba]

hi great videos what would you say the prereqs are to follow along the whole sequence. I have taken undergrad level probability.

[Top_Maths]

What is the difference between this playlist and your playlist for probability theory, specifically 07-18?

[RobinZuFALL]

Great lecture, really enjoy it! There is one thing i don't understand though: Why is in Arrangement and Combination with repetition the number of colored blocks for each color not limited but in Permutation with repetition it is? ca 1:30:00

[qnqn]

thank you so much, with the subtitle i can learn the stochastic easily