Learning Outcomes
Upon successful completion of the course, students will:
1. know the basic theory of Lebesgue Measure and Integration
2. be acquainted with modern definitions and notions of Mathematical Analysis
3. establish the required foundations for other Analysis courses in the graduate program
4. acquire experience in the study of international literature in English
5. be able to study high level contemporary research articles in the area of Mathematical Analysis
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. G. B. Folland, Real Analysis: Modern Techniques and Applications, 2nd edition, Wiley Interscience, 1999.
3. T. Tao, An Introduction to Measure Theory, Graduate Studies in Mathematics, Volume 126, American Mathematical Society, 2011.
4. R. L. Wheeden and A. Zygmund, Measure and Integral: An Introduction to Real Analysis, 2nd edition, Chapman & Hall/CRC Pure and Applied Mathematics, Routledge, 2015.
5. W. Rudin, Real and Complex Analysis, 3rd edition, Higher Mathematics Series, McGraw Hill, 1986.