MATH 402 - Measure Theory and Probability

Institution:

Williams College

Subject:

Mathematics

Description:

The study of measure theory arose from the study of stochastic (probabilistic) systems. Applications of measure theory lie in biology, chemistry, physics as well as in economics. In this course, we develop the abstract concepts of measure theory and ground them in probability spaces. Included will be Lebesgue and Borel measures, measurable functions (random variables). Lebesgue integration, distributions, independence, convergence and limit theorems. This material provides good preparation for graduate studies in mathematics, statistics and economics.

Credits:

3.00

Credit Hours:

Prerequisites:

Mathematics 301 or 305 or permission of instructor

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.williams.edu

Phone Number:

(413) 597-3131

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Four-one-four plan

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