Foundations of Probability Theory

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MATH 4140 or MATH 5010 and Graduate ClassificationSequences and set theory; Lebesgue measure, measurable functions. Absolute continuity of functions, integrability and the fundamental theorem of Lebesgue integration. General measure spaces, probability measure, extension theorem and construction of Lebesgue-Stieljes measures on Euclidean spaces. Measurable transformations and random variables, induced measures and probability distributions. General integration and expectation, Lp-spaces and inte→STAT 6541→unlocks 2 courses

2 mapped courses list STAT 6541 as a prerequisite. See on the map →

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