Lecture

Measure Spaces: O-Finite and Probability Measures

In course

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Description

This lecture covers the concepts of o-finite and finite measure spaces, defining probability measures, and the Radon-Nikodym property. It also explores Jensen's inequality, Holder's inequality, and Minkowski inequality. The lecture concludes with the completeness of LP spaces for various values of p.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_tx9xlvu8

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Ontological neighbourhood

Mathematics

Analysis: Measure theory, Functional analysis

Mechanical engineering

Aerospace engineering: Spacecrafts

Statistics

Statistical inference: Mathematical statistics

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