120 credits including 90 credits in mathematics. Participation in Real Analysis. Proficiency in English equivalent to the Swedish upper secondary course English 6.
The course deals with measure and integration theory and gives the mathematical fundament of probability theory. The following topics are covered: Measures on sigma rings, extensions of measures, construction of the integral, convergence theorems for integrals, product measures, Borel measures, derivation of measures (Lebesgue decomposition, the Radon-Nikodym theorem), Fourier series, Lp spaces.
