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I am looking for lecture videos on Measure Theory. I am not able to find any. Looking forward for your response.

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5 Answers 5

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You might want to take a look at this. And here are some lecture notes (no video) you might find useful.

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    $\begingroup$ Great resources! I recommend adding a textual description so that people can still google in case the links break $\endgroup$
    – mitchus
    Jan 17, 2020 at 13:05
  • $\begingroup$ If I traced the first link accurately, it points to this source now: youtube.com/playlist?list=PL17567A1A3F5DB5E4 which is a series of YouTube videos named "Probability Primer" by "mathematicalmonk". $\endgroup$ May 15, 2023 at 16:16
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This link is useful also. One complete video course is there.

http://nptel.ac.in/courses/111101005/

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    $\begingroup$ These are lectures by Prof. Inder Rana, who is the author of the book "An Introduction to Measure and Integration" Second Edition, Published by American Mathematical Society. (Graduate Studies in Mathematics Series.) $\endgroup$
    – Wishwas
    Jun 13, 2015 at 14:07
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I'm not sure how much of the subject you know already, but mathematicalmonk's youtube channel has some nice videos introducing the subject and moving into a proper treatment of probability.

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Maybe this link is also of interest in relation to the question http://www.youtube.com/playlist?list=PLD4489A54EA4C7C1D

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I was trying to comment on the currently accepted answer but unfortunately, I do not have enough reputation to do that. For some reason, the link in that answer does not work for me. With some tricks I find this link to be working

https://www.youtube.com/watch?v=Tk4ubu7BlSk&list=PL17567A1A3F5DB5E4

which is "Probability Primer" by "mathematicalmonk". This channel is also pointed out by another answer.

I hope this helps!

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