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.

Syllabus Downloads

Upcoming Time Schedule

Spring, 2023

SLN/Section Time Location Instructor
20187 A
Open

W F 11:30AM - 12:50PM

THO 235