How to learn measure theory by myself? I'm an engineer student. I have taken a couple of courses in probability, but none of them offered formal proofs involving probability spaces and sigma algebras. How might I formalise my knowledge of probability without having to take further courses?
Read the Bartle´s book about Measure and Lebesgue Integral, lecture recommended, do you need some prerequisites as some set theory, some topology(the first half of Munkres book) and integral calculus.
Read the Bartle´s book about Measure and Lebesgue Integral, lecture recommended, do you need some prerequisites as some set theory, some topology(the first half of Munkres book) and integral calculus.