Probability and Measure, Lecture 2: Carathéodory's Extension Theorem

Описание к видео Probability and Measure, Lecture 2: Carathéodory's Extension Theorem

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/

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