# Measure, Integration and Probability - MATH5825

**Faculty:** Faculty of Science

**School:** School of Mathematics and Statistics

**Course Outline:** http://www.maths.unsw.edu.au/

**Campus:** Sydney

**Career:** Postgraduate

**Units of Credit:** 6

**EFTSL:** 0.12500 (more info)

**Indicative Contact Hours per Week:** 3

**CSS Contribution Charge:** 2 (more info)

**Tuition Fee:** See Tuition Fee Schedule

**Further Information:** See Class Timetable

View course information for previous years.

## Description

In this course we will develop a proper understanding of measurable functions, measures and the abstract Lebesgue integral. A special attention will be paid to applications of Measure Theory in the Probability Theory such as construction of probability spaces for random variables and stochastic processes, Laws of Large Numbers, the Central Limit theorem and their applications. The Radon-Nikodym Theorem will be applied to introduce a general definition of conditional expectation.

**Pre-requisites**: 24 units of level III mathematics or a degree in a numerate discipline or permission of the Head of Department.