Undergraduate Course: Essentials in Analysis and Probability (MATH10047)
Course Outline
School |
School of Mathematics |
College |
College of Science and Engineering |
Course type |
Standard |
Availability |
Available to all students |
Credit level (Normal year taken) |
SCQF Level 10 (Year 4 Undergraduate) |
Credits |
10 |
Home subject area |
Mathematics |
Other subject area |
Specialist Mathematics & Statistics (Honours) |
Course website |
http://student.maths.ed.ac.uk |
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Course description |
Random events, sigma-algebras, monotone classes.
Measurable spaces, random variables - measurable functions.
Measures, probability measures, signed measures.
Borel sets in R^d, Lebesgue measure.
Sequences of events and random variables, Borel-Cantelli lemma.
Distributions of random variables. Independence of random variables.
Integral of measurable functions - mathematical expectation,.
Moments of random variables, L_p spaces.
Convergence concepts of measurable functions.
Limit theorems for integrals.
Week and strong laws of large numbers.
Completeness of L_p spaces.
Conditional expectation and conditional distribution of random variables.
Fubini's theorem. |
Course Delivery Information
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Delivery period: 2010/11 Semester 1, Available to all students (SV1)
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WebCT enabled: Yes |
Quota: None |
Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
King's Buildings | Lecture | | 1-11 | | 10:00 - 10:50 | | | | King's Buildings | Lecture | | 1-11 | | | | | 10:00 - 10:50 |
First Class |
Week 1, Monday, 12:10 - 13:00, Zone: King's Buildings. JCMB, room 6206 |
Summary of Intended Learning Outcomes
1. To provide the students with the basic notions and results from measure theory and integration, motivating them by fundamental concepts of probability theory.
2. To prepare a firm ground for further studies in analysis, in modern probability theory and in their applications. |
Assessment Information
Examination only.
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Please see Visiting Student Prospectus website for Visiting Student Assessment information |
Special Arrangements
Not entered |
Contacts
Course organiser |
Dr Liam O'Carroll
Tel: (0131 6)50 5070
Email: L.O'Carroll@ed.ac.uk |
Course secretary |
Mrs Alison Fairgrieve
Tel: (0131 6)50 6427
Email: Alison.Fairgrieve@ed.ac.uk |
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copyright 2010 The University of Edinburgh -
1 September 2010 6:18 am
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