STAT 559
Measure Theory
3.0 credits
Course Description
Measures: Caratheodory Extension Theorem. Measurable functions: Riesz Theorem, Slutsky Theorem. Integration: Fatou's lemma, MCT, DCT; Helly-Bray, Mann-Wald and Skorokhod theorems. Derivatives via signed measures. Measures and processes on products. Distribution and quantile functions. Independence and conditional distributions. Prerequisite: either MATH 424 and MATH 425, or MATH 574 and MATH 575. Offered: Sp.