Time: MW 3-4:15
Place:
Text: Adams, M. and Guillemin, V.., Measure Theory and Probability, 1996 Edition, Birkauser, Boston.. supplemented by handouts to be provided during the semester and posted on this page.
Evaluation: Grades will be based on take-home problems sets (75%) and a comprehensive final exam (25%).
This course is an introduction to real analysis at the graduate level, particularly integration theory and its applications to Fourier analysis, probability theory and other mathematical areas. This course can be regarded as a continuation of MTH 435 with the same level of rigor. It should useful to well-prepared students of electrical engineering, physics or statistics as well as students of mathematics.
Study Guide for final exam (Fri Dec 17, 10 AM Tyler 106)
Problem Set 3.5 (discussed in class on Monday 11/15)
Problem Set 4 (with revised hints)
Problem Set 3 Application of Fubini