MATH 642 - Advanced Probability Theory.

Institution:

Iowa State University

Subject:

Description:

(4-0) Cr. 4. F. Prereq : Stat 542. Measure spaces, extension theorem and construction of Lebesgue-Stieljes measures on Euclidean spaces, Lebesgue integration and the basic convergence theorems, Lp-spaces, absolute continuity of measures and the Radon Nikodym theorem, absolute continuity of functions on R and the fundamental theorem of Lebesgue integration, product spaces and Fubini- Tonelli Theorems, convolutions. Fourier series and transforms, probability spaces; Kolmogorov's existence theorem for stochastic processes; expectation; Jensen's inequality and applications, independence, Borel-Cantelli lemmas; weak and strong laws of large numbers and applications, renewal theory.

Credits:

0.00 - 4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.iastate.edu

Phone Number:

(515) 294-5836

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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