92.587 Measure and Probability Theory

Measure and Probability Theory

Course Details
Min Credits 3
Max Credits 3
Course ID 8459
Status Active

This course presents the mathematical foundations of Probability Theory, including the concepts of Probability Space and random variable. Various types of convergence of sequences and measurable functions will be introduced, and precise statements and proofs of the probability limit theorems (Law of Large Numbers, Central Limit Theorems, etc.) will be given. Theory of measure and Lebesgue integration will be introduced. If time permits, conditional probabilities will be discussed.