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【测度概率论】MTP lecture 13-2
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Discuss the measure- and Lebesgue integration theory that is relevant in probability theory. Introduce some vital concepts in probability theory, such as conditional expectations, the Radon-Nikodym theorem, martingale convergence theorems, characteristic functions and why they are characteristic, the Brownian motion. Provide rigorous proofs for two central convergence theorems in probability: the Strong Law of Large Numbers and the Central Limit Theorem.
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