MATH 402
Measure Theory and Probability
Spring 2013
Division III
Quantitative/Formal Reasoning
This is not the current course catalog
Class Details
The study of measure theory arose from the study of stochastic (probabilistic) systems. Applications of measure theory lie in biology, chemistry, physics as well as in economics. In this course, we develop the abstract concepts of measure theory and ground them in probability spaces. Included will be Lebesgue and Borel measures, measurable functions (random variables). Lebesgue integration, distributions, independence, convergence and limit theorems. This material provides good preparation for graduate studies in mathematics, statistics and economics.
The Class:
Format: lecture/discussion
Grading: yes pass/fail option, yes fifth course option
Grading: yes pass/fail option, yes fifth course option
Requirements/Evaluation:
evaluation will be based primarily on performance on homework assignments and exams
Prerequisites:
Mathematics 301 or 305 or permission of instructor
Distributions:
Division III
Quantitative/Formal Reasoning
Class Grid
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HEADERS
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CLASSESColumn header 2DREQColumn header 3INSTRUCTORSColumn header 4TIMESColumn header 5CLASS#
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MATH 402 - 01 (S) LEC Measure Theory and Probablity
MATH 402 - 01 (S) LEC Measure Theory and ProbablityDivision III Quantitative/Formal ReasoningFrank MorganMWF 11:00 am - 11:50 am
Bronfman 1073233
Megamenu Social