Measure Theory for Beginners (Part Two): Two Languages for One System

Measurable Functions and Random Variables

Aidan Lytle
Intuition

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Left to right: Coin Toss, Courtesy of Wikimedia Commons; The Lebesgue integral; graphical interpretation of the Lebesgue integral.

In my previous article, I promised to move on to the theory of functions and integration. On the way, I wanted to take a stop to talk about the equivalence between the axioms of probability and measure more deeply, and the kinds of functions that arise from them.

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Aidan Lytle
Intuition

Mathematician out of NC. Read and write philosophy and social theory.