MA550 (Measure Theory), during July 2021 to Nov 2021.
A brief perspective about the measure theory:
Thus, the subject "Measure Theory" is the custodian of measurable sets, non-measurable sets, measurable functions and their Lebesgue integration.
Syllabus: Algebras and sigma-algebras, measures, outer
measures, measurable sets, Lebesgue measure and its properties, non-measurable
sets, measurable functions and their properties, Egoroff's theorem, Lusin's
theorem; Lebesgue Integration: simple functions, integral of bounded functions
over a set of finite measure, bounded convergence theorem, integral of
nonnegative functions, Fatou's lemma, monotone convergence theorem, the general
Lebesgue integral, Lebesgue convergence theorem, change of variable formula;
Differentiation and integration: functions of bounded variation, differentiation
of an integral, absolute continuity; Signed and complex measures, Radon-Nikodym
theorem, Lp -spaces and their dual; Product measures, constructions, Fubini's
theorem and its applications.
Textbooks/ References:
1. D. L. Cohn,
Measure Theory, 1st Edition, Birkhauser, 1994.
2. G. de Barra, Measure Theory
and Integration, New Age International, 1981.
3. M. Capinski and E. Kopp,
Measure, Integral and Probability, 2nd Edition, Springer, 2007.
4. H. L.
Royden, Real Analysis, 3rd Edition, Prentice Hall/Pearson Education, 1988.
5.
I. K. Rana, An Introduction to Measure and Integration, Narosa, 1997.
Assignments: Assignment 1, Assignment 2, Assignment 3, Assignment 4, Assignment 5
Lecture notes: