The Kolmogorov axioms are the foundations of probability theory introduced by Andrey Kolmogorov in 1933. Using these axioms, this video shows how many other familiar results can be derived from these axioms. These results are them applied to several problems which highlights the importance for introducing set theory, that is covered in Topic 15.
PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.