This is the third lecture on this topic with the following:
Abstact: Radon-Nikodym theorem of measure theory was proved in 1930 and A. N. Kolmogorov laid the foundation of modern probability in 1933 where the formal played a crucial role. In this Short Lecture Series in Mathematics (SLSM), we discuss the conditioning of probability theory in the light of Radon-Nikodym theorem. Upon the interest of the audience, we may introduce the notion of martingals and their convergence theorems. We have scheduled these lectures in the F-slot of Thursday and planned to go in accordance with the pace of the audience. Basic understanding of measure theory and functional analysis will be the prerequisite.