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Thursday, March 23, 2017 - 10:35 to 11:30
Nabin Kumar Jana
NISER, Bhubaneswar
Radon-Nikodym theorem and conditioning

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.

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School of Mathematical Sciences

NISERPO- Bhimpur-PadanpurVia- Jatni, District- Khurda, Odisha, India, PIN- 752050

Tel: +91-674-249-4081

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