PMATH 651
Measure and Integration
Winter 2025
Topics
- Abstract measure and integration
- Carathéodory’s extension theorem
- Lebesgue–Stieltjes measures
- Measures on locally compact spaces
- Lp spaces
- Complex measures and Radon–Nikodym theorem
- Riesz representation theorem
- Product measures and Fubini’s theorem
Readings
- Real and Complex Analysis
- Real Analysis: Modern Techniques and Their Applications
- Ken Davidson, Notes for Pure Math 451 (not required): http://www.math.uwaterloo.ca/~krdavids/MT/PMath451Notes.pdf
Sources
- Course catalogue ↗2026–2027
- All three listed materials are marked not required. Historical course codes; consult current calendar for changes. Historical code(s) absent from the current catalogue: PMATH 451, PMATH 651.