Economics Job Market Rumors Topic: I need a 'Measure Theory for Complete r-tards' book
https://www.econjobrumors.com/topic/i-need-a-measure-theory-for-complete-r-tards-book
Economics Job Market Rumors Topic: I need a 'Measure Theory for Complete r-tards' booken-USThu, 27 Jan 2022 12:04:40 +0000http://bbpress.org/?v=1.0.2<![CDATA[Search]]>q
https://www.econjobrumors.com/search.php
Economist on "I need a 'Measure Theory for Complete r-tards' book"
https://www.econjobrumors.com/topic/i-need-a-measure-theory-for-complete-r-tards-book/page/4#post-7213500
Fri, 08 Oct 2021 16:06:31 +0000Economist7213500@https://www.econjobrumors.com/<blockquote><p>Sigma fields are just what probability is defined on. If you think carefully of what kinds of combinations of sets you can compute the probability on, you get a sigma field.<br />
You should see it at least once because some papers use that language. Once you learn the language it's not a big deal. You need the full generality in continuous-time finance.<br />
Borel sets are sets of real numbers (or sometimes something more general, like balls in metric spaces). They're exactly the sets you want to assign probabilities to. There are other kinds of sets, but you can ignore them.<br />
Radon and Nikodym proved a theorem that is so easy that the proof is on Wikipedia.
</p></blockquote>
<p>Use von Neumanns proof that uses Hilbert space methods (i.e. lebesgue decomposition follows as a corollary of the Hilbert space version of the riesz representation theorem)
</p>Economist on "I need a 'Measure Theory for Complete r-tards' book"
https://www.econjobrumors.com/topic/i-need-a-measure-theory-for-complete-r-tards-book/page/4#post-7212890
Fri, 08 Oct 2021 10:53:33 +0000Economist7212890@https://www.econjobrumors.com/<p>Sigma fields are just what probability is defined on. If you think carefully of what kinds of combinations of sets you can compute the probability on, you get a sigma field.</p>
<p>You should see it at least once because some papers use that language. Once you learn the language it's not a big deal. You need the full generality in continuous-time finance.</p>
<p>Borel sets are sets of real numbers (or sometimes something more general, like balls in metric spaces). They're exactly the sets you want to assign probabilities to. There are other kinds of sets, but you can ignore them.</p>
<p>Radon and Nikodym proved a theorem that is so easy that the proof is on Wikipedia.
</p>Economist on "I need a 'Measure Theory for Complete r-tards' book"
https://www.econjobrumors.com/topic/i-need-a-measure-theory-for-complete-r-tards-book/page/4#post-7212873
Fri, 08 Oct 2021 10:35:16 +0000Economist7212873@https://www.econjobrumors.com/<blockquote><p>OP<br />
There is a playlist on YouTube by an IIT prof (MIT EECS PhD so quality is great)<br />
<a href="https://youtube.com/playlist?list=PLbMVogVj5nJQqGHrpAloTec_lOKsG-foc" rel="nofollow">https://youtube.com/playlist?list=PLbMVogVj5nJQqGHrpAloTec_lOKsG-foc</a><br />
He has lecture notes as well. I am just afraid it doesn't precisely cater to econfin needs. Nonetheless, its a solid place to look for of you are a visual learner.
</p></blockquote>
<p>Fascinating. How much do these people earn relative to local standards?
</p>Economist on "I need a 'Measure Theory for Complete r-tards' book"
https://www.econjobrumors.com/topic/i-need-a-measure-theory-for-complete-r-tards-book/page/4#post-7212800
Fri, 08 Oct 2021 09:22:15 +0000Economist7212800@https://www.econjobrumors.com/<p>^ they’re teaching measure theory to EE undergrads?!</p>
<p>- IITM EE alum
</p>Economist on "I need a 'Measure Theory for Complete r-tards' book"
https://www.econjobrumors.com/topic/i-need-a-measure-theory-for-complete-r-tards-book/page/4#post-7212760
Fri, 08 Oct 2021 08:42:57 +0000Economist7212760@https://www.econjobrumors.com/<p>OP</p>
<p>There is a playlist on YouTube by an IIT prof (MIT EECS PhD so quality is great)</p>
<p><a href="https://youtube.com/playlist?list=PLbMVogVj5nJQqGHrpAloTec_lOKsG-foc" rel="nofollow">https://youtube.com/playlist?list=PLbMVogVj5nJQqGHrpAloTec_lOKsG-foc</a></p>
<p>He has lecture notes as well. I am just afraid it doesn't precisely cater to econfin needs. Nonetheless, its a solid place to look for of you are a visual learner.
</p>Economist on "I need a 'Measure Theory for Complete r-tards' book"
https://www.econjobrumors.com/topic/i-need-a-measure-theory-for-complete-r-tards-book/page/4#post-7212456
Fri, 08 Oct 2021 04:45:06 +0000Economist7212456@https://www.econjobrumors.com/<blockquote><p>It's been a month and I can't understand anything. What's the real difference between fields and sigma-fields? Why do we even want do define everything on them? What's the relationship between Borel sets and real numbers? What the hell did Radon and his pal really prove?<br />
I just don't get anything. For Christ's sake, I was a business studies major.</p></blockquote>
<p>You must prove that you are a complete rettttard before you can hope to get advice from us. What is your Machine Learning grade?
</p>Economist on "I need a 'Measure Theory for Complete r-tards' book"
https://www.econjobrumors.com/topic/i-need-a-measure-theory-for-complete-r-tards-book/page/4#post-7212443
Fri, 08 Oct 2021 04:41:35 +0000Economist7212443@https://www.econjobrumors.com/<blockquote><p>Best book:<br />
<a href="https://www.cambridge.org/core/books/measures-integrals-and-martingales/7BEE19069C88A1376AEB988487D4131C" rel="nofollow">https://www.cambridge.org/core/books/measures-integrals-and-martingales/7BEE19069C88A1376AEB988487D4131C</a>
</p></blockquote>
<p>I prefer Shiling to Schilling.
</p>Economist on "I need a 'Measure Theory for Complete r-tards' book"
https://www.econjobrumors.com/topic/i-need-a-measure-theory-for-complete-r-tards-book/page/4#post-7212313
Fri, 08 Oct 2021 03:46:36 +0000Economist7212313@https://www.econjobrumors.com/<p>Op Lots of us are in the same boat. Preach.
</p>Economist on "I need a 'Measure Theory for Complete r-tards' book"
https://www.econjobrumors.com/topic/i-need-a-measure-theory-for-complete-r-tards-book/page/4#post-7212302
Fri, 08 Oct 2021 03:42:14 +0000Economist7212302@https://www.econjobrumors.com/<p>Best book:</p>
<p><a href="https://www.cambridge.org/core/books/measures-integrals-and-martingales/7BEE19069C88A1376AEB988487D4131C" rel="nofollow">https://www.cambridge.org/core/books/measures-integrals-and-martingales/7BEE19069C88A1376AEB988487D4131C</a>
</p>Economist on "I need a 'Measure Theory for Complete r-tards' book"
https://www.econjobrumors.com/topic/i-need-a-measure-theory-for-complete-r-tards-book/page/3#post-7211936
Fri, 08 Oct 2021 01:04:51 +0000Economist7211936@https://www.econjobrumors.com/<p>Lol</p>
<blockquote><p>I don't know why people don't recommemd this brilliant book: <a href="https://www.cambridge.org/core/books/real-analysis-and-probability/26DDF2D09E526185F2347AA5658B96F6" rel="nofollow">https://www.cambridge.org/core/books/real-analysis-and-probability/26DDF2D09E526185F2347AA5658B96F6</a><br />
The first 5 chapters effectively replaces Baby Rudin and Royden. The remaining ones are all about probability.
</p></blockquote>