Course Detail for MATH 44844

LocationLondon, United Kingdon
DisciplineMATH
ND Course Number44844
ND Course TitleMeasure Theory / Probability
Host University Number44844
Host University TitleMeasure Theory / Probability
Course DescriptionThis is an introductory module on the Lebesgue theory of measure and integral with application to probability. You are expected to know the theory of Riemann integration. Measure in the line and plane, outer measure, measurable sets, Lebesgue measure, nonmeasurable sets. Sigma-algebras, measures, probability measures, measurable functions, random variables. Simple functions, Lebesgue integration, integration with respect to general measures. Expectation of random variables. Monotone and dominated convergence theorems, and applications. Absolute continuity and singularity, Radon-Nikodym theorem, probability densities. Possible further topics: product spaces, Fubini's theorem.
University Credit3
TermFall / Spring
Language of InstructionEnglish
Special NotesBY SPECIAL ARRANGEMENT London Undergraduate Program permission required. Application before departure.
University Requirement
Syllabus

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Page last modified: Mon. September 10, 2012 10:07:05 AM