MATH 512 - Probabilistic Methods and Measure Theory

Units: 3
Three hours lecture per week
Prerequisite(s): Admission to the MS Mathematics Program or MS Computer Science Program
Introduction to probabilistic methods. Topic include: sigma algebras, measures, integrals, Lebesgue measure, main convergence results and the change of variable results for integrals. Probabilistic methods in computational sciences are studied. Fall 2012 course number changed from MATH 510 to MATH 512.