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Measure theory is the study of fundamental ideas as length, area, volume, arc length and surface area. It is the basis for Lebesgue integration theory used in advanced mathematics ever since its development in about 1900. Measure theory is also a key foundation for modern probability theory. The course starts by establishing the basics of measure theory and the theory of Lebesgue integration, including important results such as Fubini's Theorem and the Dominated Convergence Theorem which allow us to manipulate integrals. These ideas are applied to Fourier Analysis which leads to results such as the Inversion Formula and Plancherel's Theorem. The Radon-Nikodyn Theorem provides a representation of measures in terms of a density. Key ideas of this theory are applied in detail to probability theory to provide a rigorous framework for probability which takes in and generalizes familiar ideas such as distributions and conditional expectation. When you complete this unit you will have acquired a new generalized way of thinking about key mathematical concepts such as length, area, integration and probability. This will give you a powerful set of intellectual tools and equip you for further study in mathematics and probability.

Classes

Three 1 hour lectures and one 1 hour tutorials per week.

Assessment

2 x quiz (20%), 2 x written assignment (20%), final exam (60%)

Assumed knowledge

(MATH2921 and MATH2922) or MATH2961

(A mark of 65 or greater in 12cp of MATH2XXX units of study) or [12cp from the following units (MATH3061 or MATH3066 or MATH3063 or MATH3076 or MATH3078 or MATH3961 or MATH3962 or MATH3963 or MATH3969 or MATH3971 or MATH3974 or MATH3976 or MATH3977 or MATH3978 or MATH3979)]

ProhibitionsMATH3969

Faculty: Science

Semester 2

05 Aug 2019

Department/School: Mathematics and Statistics Academic Operations

Study Mode: Normal (lecture/lab/tutorial) day

Census Date: 31 Aug 2019

Unit of study level: Honours

Credit points: 6.0

EFTSL: 0.125

Available for study abroad and exchange: Yes

Faculty/department permission required? No

Location

Camperdown

More details

Unit of Study coordinator: Dr Florica Cirstea

HECS Band: 2

Leadership for good starts here

ABN: 15 211 513 464

CRICOS Number: 00026A

TEQSA: PRV12057