MATH 417 Measure and Probability Theory
This course introduces the fundamentals of measure and integration theory and progresses onto probability from a measure-theoretic point of view. It develops the Lebesgue integral along with the associated limit theorems. The course covers the Radon-Nikodym theorem and its applications to basic probability theory. This course also presents various forms of the central limit theorem, along with the theory of conditional expectation on sigma fields.
Prerequisite
MATH 244, MATH 324