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This lecture discusses the concept of independence in the context of infinitely many independent coin tosses. It covers the construction of sets, the definition of shifts, and the requirement for probability to be T-invariant. The lecture explores the symmetry and the need for P to satisfy specific conditions. It delves into the idea of information contained in o-algebras and the process of checking independence. The instructor explains the construction of sets and the significance of T-invariance in the context of infinite coin tosses.