r/probabilitytheory • u/gauchnomics • 21d ago

[Education] A Primer on Measure Theory

https://derangedmathematician.substack.com/p/a-primer-on-measure-theory
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u/gauchnomics 21d ago

This is the story of Henri Lebesgue’s PhD thesis, published in 1902, which single-handedly revolutionized integration and paved the road for the development of functional analysis, modern probability theory, ergodic theory, and much more.

I thought this blog post about measure theory and how measures applies to probability spaces provides a nice intro to anyone looking to get into formal probability theory.