Measure Theoretic Probability - Video 1 - Introduction

Link to the playlist.

Link to the video.

Introduction

I am going to start a new YouTube video series on Measure Theoretic Probability.

In this video series I will present the content of the textbook Measure Theory and Probability Theory by Athreya and Lahiri. Specific topics will include

• Measure Theory

  • Measures

  • Integration

  • \(L^p\) spaces

  • Radon-Nikodym derivatives

  • Constructed measures

• Probability Theory

  • Probability spaces

  • Convergence theorems

  • Conditional probability

  • Martingales

  • Markov chains

  • Stochastic processes