Kolmogorov's Three Series Theorem

This lecture covers Kolmogorov's 0-1 law, convergence of random variables, Skorohod's representation theorem, and the concept of tightness in probability theory. It also delves into characteristic functions, independence of random variables, and Helly's selection theorem. The instructor explains theorems related to convergence in law, dominated convergence, and continuity sets of random variables. The lecture concludes with the application of Fubini's theorem and the recovery of a random variable from its characteristic function.