Course Content (Syllabus)
Outer Lebesgue measure, measurable sets, measurable functions, integrable functions. Fubini's theorem. Modes of convergence. Hardy-Littlewood inequality, Lebesgue differentiation theorem and application to convolution kernels. Differentiability of increasing functions, functions of bounded variation, absolutely continuous functions, fundamental theorem of calculus. Abstract measure theory, Carathéodory's theorem, absolutely continuous and singular measures, Radon-Nikodym theorem.
Keywords
Lebesgue measure, integral, Fubini's theorem, Hardy-Littlewoord inequality, Lebesgue differentiation theorem, absolutely continuous functions, functions of bounded variation, absolutely continuous measures, singular measures, Radon-Nikodym theorem
Additional bibliography for study
1. E. M. Stein and R. Shakarchi, Real Analysis: Measure Theory, Integration, and Hilbert Spaces, Princeton University Press, 2005.
2. Gerald B. Folland, Real Analysis: Modern Techniques and Applications, Wiley Interscience, second ed., 1999.