MATH.5870 Measure and Probability Theory (Formerly 92.587)
Id: 008459
Credits: 3-3
Description
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.
Prerequisites
MATH 4030 Mathematical Analysis or MATH 5010 Real Analysis
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Course prerequisites/corequisites are determined by the faculty and approved by the curriculum committees. Students are required to fulfill these requirements prior to enrollment. For courses offered through online or GPS delivery, students are responsible for confirming with the instructor or department that all enrollment requirements have been satisfied before registering.