- Department: Mathematics
- Credit value: 20 credits
- Credit level: H
- Academic year of delivery: 2024-25
- See module specification for other years: 2023-24
This module will introduce measure theory and Lebesgue integration. It will develop powerful tools of the theory of Lebesgue integration and will demonstrate that the Lebesgue integral can be computed by familiar methods whenever they are applicable. Amongst various examples of measures it will construct Lebesgue measure which extends the familiar notions of length, areas and volume, and explore advanced topics such as the Radon-Nikodym derivative and Lebesgue’s density theorem.
Pre-requisite modules
Co-requisite modules
- None
Prohibited combinations
- None
Occurrence | Teaching period |
---|---|
A | Semester 1 2024-25 |
This module will introduce measure theory and Lebesgue integration. It will develop powerful tools of the theory of Lebesgue integration and will demonstrate that the Lebesgue integral can be computed by familiar methods whenever they are applicable. Amongst various examples of measures it will construct Lebesgue measure which extends the familiar notions of length, areas and volume, and explore advanced topics such as the Radon-Nikodym derivative and Lebesgue’s density theorem.
At the end of the module students should be able to:
Use measure space and apply their properties in examples.
Apply Caratheodory's criterion in the context of the construction and properties of Lebesgue measure and measurability of Borel sets
Demonstrate knowledge of the construction of the Lebesgue integral and its key properties.
Compute Lebesgue integrals using the Fundamental Theorem of Calculus, Monotone and Dominated Convergence Theorems, and the Tonelli and Fubini Theorems.
Measure spaces and measurable sets.
Construction and properties of Lebesgue measure.
Measurable functions and their properties.
Construction and properties of the Lebesgue integral.
Inequalities for Lebesgue integration.
Monotone and Dominated Convergence Theorems.
Comparing Lebesgue and Riemann integrals.
Product measures and the theorems of Fubini and Tonelli.
Absolute continuity and the Radon-Nikodym derivative.
Lebesgue’s differentiation and density theorems.
Task | % of module mark |
---|---|
Closed/in-person Exam (Centrally scheduled) | 100 |
None
Task | % of module mark |
---|---|
Closed/in-person Exam (Centrally scheduled) | 100 |
Current Department policy on feedback is available in the student handbook. Coursework and examinations will be marked and returned in accordance with this policy.
P. Halmos, Measure theory. 1950.
W. Rudin, Real and complex analysis. Third Edition, 1987.
H. L. Royden, P. Fitzpatrick, Real analysis. Third Edition, 1988.
J. Benedetto, W. Czaja, Integration and Modern Analysis, 2009.
H. Federer, Geometric measure theory. 1969.
J. Heinonen, Lectures on Analysis on Metric Spaces. 2000.