Original Post
I recommend this introduction (the pdf textbook) for everyone who wants to do anything real, from physics simulations, #quantumcomputing, entanglement, Bayesian inference, DRL, or just simple statistics. The entire Measure theory is a strong pre-requisite to insane number of areas in physics, math, statistics, computer science. This textbook can be a great introduction into the fundamentals of Measure theory. Ask me about related topics in PM if you have any questions.