RandLintegrals Fourier transform time and frequency domains (small) Wiener process animated

Images courtesy of Wikipedia: Riemann vs. Lebesgue integration (left); a Fourier series (middle); and blowups of a 1D Brownian motion trajectory (right)

MATH 487 - Real Analysis II (Spring 2020): Measure Theory, Fourier Analysis, and Brownian Motion


  • Instructor: Joe P. Chen

  • Contact: McGregory 214, jpchen-at-(the obvious edu)

  • Course philosophy:
  • Prerequisites: Strong performance in Real Analysis I (MATH 377). Some exposure to complex variables and/or basic probability is helpful, but not required.

    Back to the Colgate math department