MTH620 MEASURE THEORY

Algebras and sigma-algebras, Measures, Outer measures, Lebesgue measure in Rn, Completeness and regularity, Measurable functions and their properties, Convergence in measure, Integral, Convergence theorems, Signed and complex measures, Radon Nikodym theorem, Lebesgue decompostion theorem, Lp-spaces and their dual. Product measures, Construction, Fubini theorem and its applications, Differentiation of measures.