Online Courses Handbook 2003

13001 (v.2) Measure and Probability 501

Area:	Department of Mathematics and Statistics
Contact Hours:	3.0
Credits:	25.0
Lecture:	3 x 1 Hours Weekly
Prerequisite(s):	302298 (v.2) Mathematics 302 or any previous version
Measure and measurable functions, Integration, Lebesgue measure and integration on the real line, Monotone convergence theorem, Fatou's lemma, Dominated convergence theorem, spaces and properties. Decomposition of measures, Radon-Nikodym theorem, Riesz Representation theorem, Product measures, Fubini Theorem. Application to probability theory - conditional expectation, Martingales, Limit theorems.