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.