July 2020 measure theory lectures

Jul. 24, 2020
I completed by online measure theory lectures today. Thanks to all those who participated. Here’s an archive of the content.
Lecture 1 Motivation: the strong law of large numbers. Preliminary notions from set theory: countable and uncountable sets, algebra of sets. Slides
Lecture 2 Construction of measures: Caratheodory’s theorem. Application to the infinite coin toss example. Non-measurable sets. Slides, Video
Lecture 3 Applications: the strong law of large numbers for infinite coin tosses. Slides, Video
Lecture 4 Integral: Measurable functions. The Lebesgue integral. The basic convergence theorems. Slides, Video
Lecture 5 Conditional expectations: Using σ-algebras to model information. Definition of conditional expectations and its basic properties. Slides, Video
Lecture 6 Large economies: Using measure theory to model competitive equilibrium in economies with a continuum of agents. Definitions and basic results. Slides, Video