Measure theory

A foundational course for understanding probability and measure, especially useful background for stochastic dynamics.

Course Overview

This course introduces methods measure theory.

As you progress through this course, you will find links to related topics in other courses (such as calculus and probability). This interconnected structure is designed to help you quickly revisit prerequisite ideas without breaking your workflow.

Normed Spaces

A key observation that we will make in this course is that, at least when it comes to measure, the Riemann sum/integral (link to Riemann summation here) is inadequate, as we shall see.

If you want the fast version, below is a short video introducing limits.

Derivatives

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More to come!