This comment was valuable to me in deciding to take this course. I wanted a course on stochastics that properly handles continuous-time processes, yet there's a dearth of such content in the realm of pure math courses on RUclips. So, thanks!
At 28:20, says if sample space omega is finite, every subset is event. And the third rule of delta-algebra is about union of infinite number of events. But a finite omega can't have infinite number of subsets, i.e. events. Something is wrong here?
In wiki's explanation, says 'Some authors consider merely finitely additive probability spaces, in which case one just needs an algebra of sets, rather than a σ-algebra.Quasiprobability distributions in general relax the third axiom.' Seems like finiteness is not a mandatory condition. en.wikipedia.org/wiki/Probability_axioms
This man is fantastic. I have been working in the financial markets for many years, this is what I needed when I started!!! 10 out of 10 points!!!
I don't know how to qualify this Prof. You are the best i have ever seen so far. Respect Prof!
Book name: Probability, random variables and stochastic processes by Athanasios papoulis
Excellent! Thank you Professor
Here you can grasp the abstract idea of measure without knowing that is abstract. Wonderful coverage.
This comment was valuable to me in deciding to take this course. I wanted a course on stochastics that properly handles continuous-time processes, yet there's a dearth of such content in the realm of pure math courses on RUclips. So, thanks!
Just opened the video and watched till end....Really education is not a cup of tea for everyone.
Most helpful lecture videos in my youtube history... thanx!!
A very clear explanation, thank you Professor.
Does anyone know how to get the notes uploaded by the professor, that he keeps referencing throughout the course? Thanks.
Very helpful video
Absolute Gold! Proud to share the same country origin as you Professor!
thank you so much
36:46
PLEASE NEVER DELETE VIDEOS LIKE THESE NEVER😮😮😮😮😮
At 28:20, says if sample space omega is finite, every subset is event. And the third rule of delta-algebra is about union of infinite number of events. But a finite omega can't have infinite number of subsets, i.e. events. Something is wrong here?
In wiki's explanation, says 'Some authors consider merely finitely additive probability spaces, in which case one just needs an algebra of sets, rather than a σ-algebra.Quasiprobability distributions in general relax the third axiom.' Seems like finiteness is not a mandatory condition.
en.wikipedia.org/wiki/Probability_axioms
1.5x speed is better
SMS generation..hahaha
Is there a textbook or slides for this course?
Book name: Probability, random variables and stochastic processes by Athanasios papoulis
who is him?
IIT Kanpur Teaching Faculty, may be retired now.