Lecture

Independence and Products

In course

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Description

This lecture covers the concept of independence between random variables and the product of measures. It explains how to calculate expectations and densities in the context of independent variables and product measures. The lecture also delves into the generation of sigma-algebras and the uniqueness of product measures.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_nyv7ikem

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Ontological neighbourhood

Mathematics

Analysis: Measure theory, Functional analysis, Tensor analysis

Mathematical logic: Set theory

Probability theory: Topics in probability theory

Statistics

Statistical inference: Mathematical statistics

Logic

Classical logic: First-order logic

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