Rigorous Probability Theory for Theoretical Physics

A rigorous introduction to probability theory, tailored for theoretical physicists, covering measure-theoretic foundations, limit theorems, and stochastic processes.

Introduction to Probability Spaces

Unit 1: Foundations of Probability Spaces

Unit 2: Constructing Probability Measures

Unit 3: Continuous Probability Spaces

Measure Theory Fundamentals

Unit 1: Introduction to Measures

Unit 2: Measure Properties

Unit 3: Lebesgue Measure

Unit 4: Measurable Functions

Random Variables and Distributions

Unit 1: Random Variables: The Basics

Unit 2: Distribution Functions

Unit 3: Types of Random Variables

Probability Density Functions (PDFs)

Unit 1: Introduction to Probability Density Functions

Unit 2: Working with Common PDFs

Unit 3: Advanced PDF Concepts

Expectation and Moments

Unit 1: Defining Expectation

Unit 2: Calculating Expectations

Unit 3: Moments and Their Significance

Joint Distributions

Unit 1: Joint Distributions and Functions

Unit 2: Marginal and Conditional Distributions

Unit 3: Independence and Applications

Convergence of Random Variables

Unit 1: Modes of Convergence

Unit 2: Relationships Between Modes

Unit 3: Examples and Applications

Law of Large Numbers

Unit 1: Preliminaries to the Laws

Unit 2: Weak Law of Large Numbers

Unit 3: Strong Law of Large Numbers

Unit 4: Applications and Extensions

Central Limit Theorem

Unit 1: Understanding the Central Limit Theorem

Unit 2: Proving and Applying the CLT

Unit 3: Advanced Applications and Considerations

Conditional Probability and Expectation

Unit 1: Conditional Probability

Unit 2: Bayes' Theorem

Unit 3: Conditional Expectation

Markov Chains: Basics

Unit 1: Introduction to Markov Chains

Unit 2: Transition Probabilities and Matrices

Unit 3: State Classification

Markov Chains: Stationary Distributions

Unit 1: Defining and Understanding Stationary Distributions

Unit 2: Computing Stationary Distributions

Unit 3: Convergence and Applications