Measure, Integration and Probability - MATH5825


	Faculty: Faculty of Science
	School: School of Mathematics and Statistics
	Course Outline: http://www.maths.unsw.edu.au/
	Campus: Kensington Campus
	Career: Postgraduate
	Units of Credit: 6
	EFTSL: 0.12500 (more info)
	Indicative Contact Hours per Week: 3
	Fee Band: 2 (more info)
	Further Information: See Class Timetable

Description

Measure Theory is a part of Mathematics that provides foundation for the advanced theory of integration, probability theory, ergodic theory, harmonic analysis, statistics and other branches of Mathematics. The course covers the construction of measures and the corresponding theories of integration that are suitable for various problems arising in applied Sciences; the laws of large numbers such as the Strong Law of large Numbers and the Central Limit Theorem. The course also provides foundation for applications of measure theory in other branches of Pure Mathematics.