Measure Theoretic Probability, Lesson 1

Fields and sigma fields!

[dantran]

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

[annaczgli]

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! 🤗

[Cid]

Fabulous! Already the clearest intro on this topic out there. KEEP GOING!! <3

[algorithmo]

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

[ujjwalsehrawat]

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.

[JDMathematicsAndDataScience]

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

[ТимурГубаев-жы]

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

[zekiakyol]

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

[voidzennullspace]

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

[peterm]

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

[madhavpr]

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?

[bvds]

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…

[TheTacticalDood]

Would you recommend a book to follow along?

[fishfeelpain]

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

[ZerjtheZerg]

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?