302375 (v.2) Measure and Probability 401
| Area: | Department of Mathematics and Statistics |
| Contact Hours: | 3.0 |
| Credits: | 25.0 |
| Lecture: | 3 x 1 Hours Weekly |
| 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
CRICOS provider code 00301J
