Not available in 2017/18
MA321 Half Unit
Measure Theoretic Probability
This information is for the 2017/18 session.
Teacher responsible
Prof Martin Anthony COL 3.13
Availability
This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics and Economics and BSc in Mathematics with Economics. This course is available as an outside option to students on other programmes where regulations permit. This course is available with permission to General Course students.
Pre-requisites
Students must have completed Real Analysis (MA203).
Course content
This is a first course in measure-theoretic probability. It covers the following topics. Abstract probability spaces: sample space, sigma-algebra, probability measure, examples. Borel sigma-algebra, Lebesgue measure, Caratheodory's extension theorem. Random variables, distribution functions, discrete and absolutely continuous distributions, examples. Construction of the Lebesgue integral, relation to "measure- theoretic induction", convergence theorems, further properties, relation to Riemann integral. Different modes of convergence of random variables. Conditional expectation for simple, absolutely continuous and general random variables, construction and properties.
Teaching
22 hours of lectures and 10 hours of classes in the MT.
Formative coursework
Students will be expected to produce 10 problem sets in the MT.
Indicative reading
Comprehensive lecture notes will be provided.
The following books may prove useful:
D Williams, Probability with Martingales.
J. Jacod & P. Protter, Probability Essentials; A. Klenke Probability Theory. A Comprehensive Course
Assessment
Other (100%).
Exam (100%) in the ST.
Key facts
Department: Mathematics
Total students 2016/17: Unavailable
Average class size 2016/17: Unavailable
Capped 2016/17: No
Value: Half Unit
PDAM skills
- Self-management
- Problem solving
- Communication
- Application of numeracy skills
- Specialist skills