Text: Measure Theory and Probability by M. Adams and V. Guillemin, Wadsworth & Brooks, 1996
Handouts
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: 50 %
Exams:
50 %
The exams will be of the take home variety.
The topics that will be covered are:
L1 and L2
theory, Geometry of Hilbert spaces
Application of Measure and Integration Theory to Probability
Theory: Central Limit
Theorem
The use of computer algebra systems such as
MATHEMATICA, MAPLE
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.
Here is a sample of images that can be easily produced by the software that will be used in this course. See also Dynamica.
Useful links:
Measure Theory at Harvard University
S.
Zakeri collection of solved problems
Instructor: Dr. M. Kulenovic,
Phone: 874-4436
e-mail: mkulenovic@mail.uri.edu
Online information: www.math.uri.edu/courses
or www.math.uri.edu/~kulenm
Office: Lippitt 200A
Office hours: MF 10-11, W 1-2 and by appointment.
Time: MW 3-4:15
Place: Lippitt
201