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 3: Random variables and measurable functions
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3.1 Measurable functions
3.2 Verifying measurability
3.3 Random variables
3.4 Constant random variables and Dirac measures
3.5 Binary random numbers and Bernoulli distributions
3.6 Preservation of measurability
Alternative reading material:
- [Jacod & Protter, Chapter 8]
- [Williams, Chapters 3.1-3.7]
Last modified: Monday, 18 January 2021, 10:01 PM