Measure theory
Summary
This course provides an introduction to the theory of measures and integration on abstract measure spaces.
Content
Measure theory is built to create a robust framework for integrations and axiomatize concepts such as probability. It is ubiquitous in many fields of analysis such as harmonic analysis, functional analysis, probability theory, and ergodic theory. This course focuses on buliding up the fundamental tools in measure theory. Topics include:
- Definition and properties of measures
- Integration theory on measure spaces
- Convergence theorems for integrable functions
- Measures on the real line (Lebesgue-Stieltjes measures)
- Borel measures on locally compact Hausdorff spaces (Riesz representation theorem)
- Product measures and Fubini's theorem
- L^p spaces
- Decomposition and differentiation of measures, density functions
Keywords
analysis, measure theory, Lebesgue integration, L^p spaces
Learning Outcomes
By the end of the course, the student must be able to:
- Define fundamental objects such as sigma-algebras, measures, measurable functions, etc.
- Apply the main theorems to problems in analysis and other areas
- Prove results in measure theory
- Identify common proof techniques used in analysis
Transversal skills
- Use a work methodology appropriate to the task.
- Continue to work through difficulties or initial failure to find optimal solutions.
- Demonstrate a capacity for creativity.
- Demonstrate the capacity for critical thinking
Teaching methods
2 hour lectures and 2 hour exercise sessions weekly
Expected student activities
Participate in lectures and exercise sessions and complete assigned problems outside of class meetings
Assessment methods
Written midterm, written final exam
Supervision
| Assistant.e.s | Yes |
| Forum | Yes |
Resources
Bibliography
- G. B. Folland, Real Analysis (second edition), John Wiley & Sons, Inc., New York, 1999.
- T. Tao, Introduction to Measure Theory, American Mathematical Society, Providence, RI, 2011.
- W. Rudin, Real and Complex Analysis (third edition), McGraw-Hill Book Co., New York, 1987
Ressources en bibliothèque
Notes/Handbook
Lecture notes will be provided
Dans les plans d'études
- Semestre: Automne
- Forme de l'examen: Ecrit (session d'hiver)
- Matière examinée: Measure theory
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 2 Heure(s) hebdo x 14 semaines
- Type: optionnel
- Semestre: Automne
- Forme de l'examen: Ecrit (session d'hiver)
- Matière examinée: Measure theory
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 2 Heure(s) hebdo x 14 semaines
- Type: optionnel
- Semestre: Automne
- Forme de l'examen: Ecrit (session d'hiver)
- Matière examinée: Measure theory
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 2 Heure(s) hebdo x 14 semaines
- Type: optionnel
- Semestre: Automne
- Forme de l'examen: Ecrit (session d'hiver)
- Matière examinée: Measure theory
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 2 Heure(s) hebdo x 14 semaines
- Type: optionnel