Week 2-3: Introduction to set theory and probability

Set theory is a branch of mathematical logic that studies sets, which informally are collections of objects. Although any type of object can be collected into a set, set theory is applied most often to objects that are relevant to mathematics. The language of set theory can be used to define nearly all mathematical objects.

The modern study of set theory was initiated by Georg Cantor and Richard Dedekind in the 1870s. After the discovery of paradoxes in naive set theory, such as Russell's paradox, numerous axiom systems were proposed in the early twentieth century, of which the Zermelo–Fraenkel axioms, with or without the axiom of choice, are the best-known.

Set theory is commonly employed as a foundational system for mathematics, particularly in the form of Zermelo–Fraenkel set theory with the axiom of choice.[1] Beyond its foundational role, set theory is a branch of mathematics in its own right, with an active research community. Contemporary research into set theory includes a diverse collection of topics, ranging from the structure of the real number line to the study of the consistency of large cardinals.

Probability theory is the branch of mathematics concerned with probability. ... Typically these axioms formalize probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space.