MS-E1600 - Probability Theory D, 11.01.2021-22.02.2021
This course space end date is set to 22.02.2021 Search Courses: MS-E1600
Lecture 2: Measures and probability measures
Completion requirements
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2.1 Infinite arithmetic
2.2 General measures
2.3 Counting measure
2.4 Lebesgue measure
2.5 Subadditivity and monotone limits
2.6 Dynkin's identification theorem
Extra: Proof of Dynkin's identification theorem
Video lecture: Dynkin's identification theorem and monotone class theorem (86 min). This experimental video lecture by K Kytölä corresponds to Appendix C of the lecture notes. (The quality is unfortunately not ideal, but hopefully some of you might find it helpful anyway. Works better with Chrome than Safari.)
Alternative reading material:
- [Jacod & Protter, Chapters 2, 6, and 7]
- [Williams, Chapters 1.3-1.7, and 3.9]
Last modified: Thursday, 14 January 2021, 12:24 AM