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 1: Structure of event spaces
Completion requirements
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1.1 Practicalities
Practical course arrangements.
1.2 Course overview
Introduction to course topics.
1.3 Sigma-algebras
Sigma-algebras are stable under complements and countable unions (and countable intersections).
1.4 Sigma-algebras vs topologies
Side note: How an abstract sigma-algebra differs from an abstract topology.
1.5 Examples of sigma-algebras
Examples and non-examples of sigma-algebras.
1.6 Generating sigma-algebras
An abstract method of defining a sigma-algebra containing the members of any particular set family.
1.7 Borel sigma-algebras
A Borel sigma-algebra is a sigma-algebra generated by open sets.
Alternative reading material
- [Jacod & Protter, Chapters 1 and 2]
- [Williams, Chapters 1.0, 1.1, 1.2 plus Chapter 0]
Last modified: Wednesday, 27 January 2021, 1:22 PM