UWEE Tech Report Series

A Measure Theory Tutorial


Maya R. Gupta

measure theory, Borel, sigma-algebra, probability measure


This tutorial is an informal introduction to measure theory for people who are interested in reading papers that use measure theory. The tutorial assumes one has had at least a year of college-level calculus, some graduate level exposure to random processes, and familiarity with terms like ``closed'' and ``open.'' The focus is on the terms and ideas relevant to applied probability and information theory. There are no proofs and no exercises.

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