Yes, sigma algebras, filtrations, probability spaces, etc. are some of the things I would like to read more about. For example, what is meant by a Polish space being used as a state space.
Hope this is the right forum for my question.
I'm into statistics and quite often see assumptions involving set theory. I know some set theory but am having trouble understanding it for any application. I would like to narrow this gap, maybe because this type of mathematics seems most...