Measure and Integration
 

Intended audience: third-year students

Textbook: A Concise Introduction to the Theory of Integration D.W. Stroock, Birkhauser, Boston, third edition, 1999

Outline: An introduction to abstract measure and integration theory.

Prerequisites: Standard first and second-year analysis courses.

Main subjects: Riemann integration (retrospective), Lebesgue measure in Euclidean space, measure and integration in abstract spaces, products of measures,  changes of variable, basic inequalities, Radon-Nikodym

Lectures are on Monday from 13.00-15.00 in room K11
Exercises are on Wednesday from 13.00-15.00 in room K11.  Each week the exercises (for that week) will be posted on this webpage.

There will be a Take-Home Midterm exam and a Take-Home Final exam.

MidTerm Take-home exam is due  April 19, takehome.ps, takehome.pdf

Take-home Final exam is due June 30 , takehomefinal.ps, takehomefinal.pdf

Final grade=1/3 (lower grade)+ 2/3 (higher grade), where lower grade=min(midterm, final) and higer grade=max(midterm, final).


EXERCISES:

(section 1.1 - Riemann Integration)  Exercises1.ps  ,  Exercises1.pdf

(section 1.2 - Riemann-Stieltjes Integration)   Exercises2.ps  ,   Exercise2.pdf

(section 2.1 - Outer Lebesgue measure)  Exercises3.ps  ,   Exercises3.pdf

(section 2.1 - Outer Lebesgue measure, continued)   Exercise4.ps, Exercise4.pdf

(section 2.1 - Lebesgue measure)  Exercises5.ps ,   Exercises5.pdf

(section 3.1- sigma-algebras)  Exercises6.psExercise6.pdf

(section 3.1+3.2)  Exercises7.ps ,Exercises7.pdf

(section 3.2 continued)   Exercises8.psExercises8.dvi
 
(section 3.2 end)  Exercises9.psExercises9.pdf

(section 3.3) Exercises10.ps, Exercises10.pdf

(section 3.3 end) Exercises11.psExercises11.pdf

(section 4.1) Exercises12.ps, Exercises12.pdf

(section  7.1) Exercises13.ps, Exercises13.pdf

(section 8.2) Exercises14.ps, Exercises14.pdf


Solutions