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
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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. |
Year | Location | Period | Internal | Area External | Central External | 2003 | Bentley Campus | Semester 1 | Y | | | |
Current as of: August 29, 2003 15:52:10
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