STAT559: Measure Theory (2021)

This is a 10-week lecture-based course focused on introducing the very foundation of probability, the celebrated measure theory, which ends a hundreds-of-years debate of Bayesian v.s. Frequentist. This course covers measure spaces, measurable functions over measure spaces, Lebesgue integration of measurable functions, product spaces and measure-theoretical Fubini's theorem, measure-theoretical random variables, and lastly, modes of convergence and their implications in probability theory (particularly, law of large numbers and central limit theorem).

Check the Syllabus for detailed course plan.

Instructor: Fang Han (fanghan@uw.edu)

Grader: Zhenman Yuan (yzhenman@uw.edu)

Lectures: WF 11:30-12:50, on Zoom

Office hour: M 9-10, on Zoom

Midterm: 05/07, in-class

Final: 06/04, in-class

Homework assigments:

HW1

HW2

HW3

HW4

HW5

HW6

HW7

HW8

HW9