Not offered 2007-2008
MATH 402 Measure Theory and Probability (Q)
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.
Evaluation will be based primarily on performance on homework assignments and exams.
Prerequisites: Mathematics 301 or 305 or permission of instructor.
O. BEAVER