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: 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
The use of computer algebra systems such as
is encouraged. Some MATHEMATICA
notebooks will be provided and demonstrated in the
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.
Measure Theory at Harvard University
Zakeri collection of solved problems
Instructor: Dr. M. Kulenovic,
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