Probability and Measure, Lecture 3: Uniqueness and Dykin's Pi-Lambda Theorem

This channel is now deprecated. Please find this video on my new channel: https://www.youtube.com/watch?v=uSSnwNr0Iec&list=PL0vEWJI_pj7RZ51zecINlzWxpFv83r8RE&index=3 In this lecture, we prove the uniqueness of extending a measure using the Carathéodory Extension Theorem from the last lecture. The main tool we use is Dynkin's Pi-Lambda Theorem. You can read about pi and lambda systems as https://en.wikipedia.org/wiki/Pi-system. Written notes can be found at https://sites.ualberta.ca/~kashlak/kashTeaching.html