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GS01 1093   Mathematical Probability I

Shete, Sanjay. Three semester hours. Fall annually. Prerequisite: Calculus, real analysis, or permission of the instructor

This course is the first of a two-semester sequence covering advanced concepts in mathematical probability. Students learn the measure-theoretic foundations of probability. Topics covered include sigma-fields, probability spaces, random variables, measures, measurable functions, expectation, integration, convergence theorems, product spaces, Fubini's theorem, and convergence concepts.