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: 0.125 (more info)
	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. It is not possible to understand modern Probability theory and its applications in Statistics, Finance, Physics and Engineering without a solid background in Measure theory. In this course you will learn how to construct measures and the corresponding theories of integration that are suitable for various problems arising in applied Sciences. You will also learn about the laws of large numbers such as the Strong Law of large Numbers and the Central Limit Theorem that provide justification and computational tools for all applications of Probability Theory. The course will also provide foundation for applications of Measure theory in other branches of Pure Mathematics.

Note: Course not offered every year - contact School for more information.