Probability and Measure, Lecture 3: Uniqueness and Dykin's Pi-Lambda Theorem

Описание к видео Probability and Measure, Lecture 3: Uniqueness and Dykin's Pi-Lambda Theorem

In this lecture, we prove the uniqueness of extending a measure using the Carathéodory Extension Theorem from the last lecture. The main tool we use is Dynkin's Pi-Lambda Theorem. You can read about pi and lambda systems as https://en.wikipedia.org/wiki/Pi-system.

Written notes can be found at https://sites.ualberta.ca/~kashlak/

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