Probability and Measure, Lecture 2: Carathéodory's Extension Theorem
Автор: Adam Kashlak
Загружено: 2022-01-04
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This channel is now deprecated. Please find this video on my new channel: • Probability and Measure, Lecture 2: Carath...
In this video lecture, we prove Carathéodory's Extension Theorem. This theorem allows us to take a pre-measure defined on a ring or semi-ring and extend it to a measure on a sigma field. It will be a useful tool for constructing measures such as Lebesgue measure.
My written lecture notes can be found at https://sites.ualberta.ca/~kashlak/ka...
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