Term 1 · Unit 1
Measure and integration
Sigma-algebras, measurable functions and Lebesgue integration.
- Sigma-algebras and measuresConstruct measurable spaces and verify measures.
- Measurable functionsUse preimages and approximation by simple functions.
- Lebesgue integralDefine and calculate integrals of measurable functions.
- Convergence theoremsApply monotone and dominated convergence.
- Product measuresUse Tonelli and Fubini theorems.