Probability and Measure, Lecture 6: Integration and Convergence Theorems

This channel is now deprecated. Please find this video on my new channel:    • Probability and Measure, Lecture 6: Integr...   In this lecture, we formally define the integral for a measurable function. We then state and prove three very important theorems regarding integrals and limits: Monotone convergence, Fatou's Lemma, and Dominated Convergence.