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Sep 25, 2015 at 7:53 vote accept Landon Carter
Jan 23, 2015 at 20:49 history closed Nate Eldredge
Stefan Kohl
Gerald Edgar
Ian Morris
Ryan Budney
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Jan 23, 2015 at 19:16 comment added Stephan Sturm While I agree that concepts of convergence can be understood only via measure theory, one can get to a certain degree a good understanding of limit theorems without it. E.g., Emanuel Lesigne's "Heads or Tails" (ams.org/bookstore-getitem/item=STML-28) is a very readable introduction.
Jan 23, 2015 at 18:39 answer added Alex R. timeline score: 3
Jan 23, 2015 at 18:19 review Close votes
Jan 23, 2015 at 20:49
Jan 23, 2015 at 18:13 comment added Noah Schweber Also, entirely separately - and I should have mentioned this in my first comment - measure theory is incredibly cool. See it now so you can see more later!
Jan 23, 2015 at 18:06 comment added Nate Eldredge This site is focused only on research level questions, so textbook recommendations for undergrads are off topic. math.stackexchange.com would be a better place. But the rigorous definitions of the various modes of convergence of random variables are all in terms of measure theory, so I don't think you can really study this subject properly without understanding measure theory. I agree with @NoahS that it wouldn't be a waste of your time at all (provided you have the necessary background now); you'll just find it much easier in three years.
Jan 23, 2015 at 17:48 comment added Noah Schweber Personally, I feel there's few things as useful as learning some measure theory as early as possible, especially if you're seriously interested in probability; but that's just my opinion.
Jan 23, 2015 at 17:19 review First posts
Jan 23, 2015 at 17:22
Jan 23, 2015 at 17:15 history asked Landon Carter CC BY-SA 3.0