Probability and Measure, Lecture 4: Lebesgue Measure

This channel is now deprecated. Please find this video on my new channel:    • Probability and Measure, Lecture 4: Lebesg...   In this lecture, we formally construct Lebesgue measure on the real line by starting with the collection of half open intervals and using the extension and uniqueness theorems from the previous two lectures. We also talk briefly about product measures and independence of sigma-fields. Written lecture notes can be found at https://sites.ualberta.ca/~kashlak/ka...