Introduction to Measure Theory and Integration

3 credits · Graduate

Lebesgue's theory of measure and integration. The topics include: sigma-algebras, measures, construction of measures, Lebesgue measure on the real line, measurable functions, the Lebesgue integral and convergence theorems, Lp spaces, signed and complex measures, decomposition of measures and the Lebesgue-Radon-Nikodym theorem, product measures and the Fubini-Tonelli theorem. EXCLUSIONS: MATH 4010.03