Probability is a big subject. My goal for the session will be to give a tour of what kind of maths happens at its core. The basic objects are probability spaces and random variables, which are built on the language of measure theory. My take, …
In this talk I will aim to provide a crash-course overview of the key concepts behind measure theory, focusing on the construction of the Lebesgue measure. This measure is the one that we all use each day without knowing it - it tells us that the …