Covers the Caratheodory extension theorem, uniqueness and existence of probability measures, Bernoulli random variables, and spaces of random variables.
Explores the concept of entropy as the average number of questions needed to guess a randomly chosen letter in a sequence, emphasizing its enduring relevance in information theory.
Explores the link between linear algebra and wave mechanics, focusing on operators, self-adjoint nature, Brillouin Zone, and a probabilistic approach to diffusion.
