35322 Advanced Analysis6cp; 4hpw
Requisite(s): 35232 Advanced Calculus AND 35212 Computational Linear Algebra
These requisites may not apply to students in certain courses. See access conditions.
This subject introduces some of the most important and powerful mathematical tools developed over the last one hundred years. These are essential for the modern theory of probability and stochastic processes that underpin the pricing of derivative securities traded in international financial markets as well as the mathematical foundations of quantum physics. Topics include measure spaces; Lebesgue measure; borel sets and sigma algebra; Lebesgue integrals; product measures; probability as a measure; metric spaces; normed linear spaces; Banach spaces; Hilbert spaces; Lp spaces; applications to problems in probability and Fourier series.
Spring session, City campus
Detailed subject description.
Information to assist with determining the applicable fee type can be found at Understanding fees.
- Commonwealth-supported students: view subject fees at Fees Search: Commonwealth-supported
- Postgraduate domestic fee-paying students: fees are charged according to the course enrolled in; refer to Domestic Fees Search: Postgraduate and Research
- International students: fees are charged according to the course enrolled in; refer to International Fees Search
- Subject EFTSL: 0.125