MTH 536
Measure and Integration II

Course Information and Syllabus, Spring 2002

Text:Measure Theory and Probability by M. Adams and V. Guillemin, Wadsworth & Brooks, 1996 

Prerequisites: Graduate standing, exposure to advanced calculus and basic course in probability, MTH 535

Exams and Grading:

Course grade will be determined based on homework and mid-term and final exams:
Homework:    40 %
Exams:           60 %
The exams will be of the take home variety.

The topics that will be covered are:

Application of Measure and Integration Theory to Probability Theory: Random Variables, Expectations, Independence, and Central Limit Theorem
Application of Measure and Integration Theory to Fourier Analysis
Application to Fractal Geometry : Hausdorff Measure and Dimension
Application to the Analysis of Chaotic Signals
Application to Some  Problems in Ordinary Differential Equations: Existence Problems and Asymptotic Behavior of Solutions

Computer Requirements

The use of computer algebra systems such as MATHEMATICA, MAPLE, and Scientific Notebook is encouraged.  Some MATHEMATICA and/or MAPLE notebooks will be provided and demonstrated in the class.
Some of the problems may need MAPLE or MATHEMATICA to be solved effectively.

Instructor: Dr. M. Kulenovic,
Phone: 44436
Online information: or

Office: Tyler 216
Office hours: MWF 11-12 and by appointment. 

Time:  Tyler 260

Place:   MW 12:30-1:45