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Prerequisites for measure theory

Anonymous Tue 12 May 03:06:48 2020 No.11661967 View Reply Original Report

Quoted By: >>11661973 >>11662663 >>11662665 >>11662666 >>11663094

I'm want to learn about probability and random processes for digital signal processing stuff. Trouble is all books I could find keep getting into probability spaces right from the beginning.

So far, I've completed Vellemen's 'How to Prove It', and have studied bits and bobs of Tao's Analysis 1.

Anonymous

Anonymous Tue 12 May 2020 03:08:21 No.11661973 Report

Quoted By:

>>11661967
i found probability essentials by jacod and protter to be gentle

thats where i learned it from!

hang in there, it is a very useful tool!

Anonymous

Anonymous Tue 12 May 2020 06:46:02 No.11662663 Report

Quoted By:

>>11661967
Completely absorb anal baby and anal papi then you could technically get into it. Some topology wouldn't hurt either getting used to spaces and all

Anonymous

Anonymous Tue 12 May 2020 06:48:32 No.11662665 Report

Quoted By: >>11663164

>>11661967
just learn the definitions. they are pretty straight forward once you get past the stupid nomenclature. learn about sigma algebras. the name sounds scary but the concept is easy for everyday use

Anonymous

Anonymous Tue 12 May 2020 06:48:50 No.11662666 Report

Quoted By:

>>11661967

there aren't any. just start doing the prolbems and you will learn it

every time someobdy tells you there is a prerequistie they are lying , such a thing does not exist

when people inveted measure theory they didnt think about what do i need to know before i can invent it lol

Anonymous

Anonymous Tue 12 May 2020 06:54:49 No.11662676 Report

Quoted By:

A ruler and a protractor

Anonymous

Anonymous Tue 12 May 2020 10:06:36 No.11663094 Report

Quoted By:

>>11661967
-Start off with something that gives you a good overview of real analysis, especially understanding how delta-epsilon arguments are made. I dont have a good recommendation since i did this part in french.
-once you do that, and are confident, get into halmos. This is in my opinion the best measure theory book, all the key concepts are covered and the exercises are challenging but doable. The easier version is bartle, but not as much depth.
The ascended god version is billingsley, probably chapters 1-5

Anonymous

Anonymous Tue 12 May 2020 10:30:52 No.11663164 Report

Quoted By:

>>11662665
this, it's what i did for my masters and I was able to do stochastics like that
the concepts you will need will be very few

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