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