Probability and Measure, Lecture 4: Lebesgue Measure

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In this lecture, we formally construct Lebesgue measure on the real line by starting with the collection of half open intervals and using the extension and uniqueness theorems from the previous two lectures. We also talk briefly about product measures and independence of sigma-fields.

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Please post more of your lectures. They are excellent. Thank you!!!

darrenpeck
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Very nice video, thanks for posting!! #1 place to + your subs Promo>SM!

glenhunt