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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.

 

 
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