Jasper Lindblom: Measure-theoretic Probability
Tid: Fr 2021-10-29 kl 09.00 - 10.00
Respondent: Jasper Lindblom
Abstract: This thesis explores the deep connections of measure theory and probability theory. We introduce fundamental results of measure theory. We then use these results to rigorously develop probability theory. Special attention is given to independence and conditional expectation of random variables. The thesis aims to be self-contained to a high degree and most results are given detailed proofs.