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MATH.5870 Measure and Probability Theory (Formerly 92.587)

Id: 008459 Credits Min: 3 Credits Max: 3


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.


MATH 4030 Mathematical Analysis or MATH 5010 Real Analysis

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