07-16. Measure theory and probability - Dominated convergence theorem: complete proof.
23:14
YouTubeThe probability channel - Professor Lanchier
07-16. Measure theory and probability - Dominated convergence theorem: complete proof.
This video gives a complete proof of the dominated convergence theorem, one of the main results in measure theory. Having a converging sequence of measurable functions dominated by an integrable function, the pointwise limit is again integrable and the limit and the integral commute. To show the theorem, we also prove another import result ...
1.6K viewsJun 17, 2020
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