Measure and Integration Theory I

5 credits

Syllabus, Master's level, 1MA049

A revised version of the syllabus is available.
Code
1MA049
Education cycle
Second cycle
Main field(s) of study and in-depth level
Mathematics A1N
Grading system
Fail (U), Pass (3), Pass with credit (4), Pass with distinction (5)
Finalised by
The Faculty Board of Science and Technology, 23 April 2013
Responsible department
Department of Mathematics

Entry requirements

120 credit points including at least 90 credit points Mathematics

Learning outcomes

In order to pass the course (grade 3) the student should be able to

  • use the measurability concept for functions and sets;
  • use the -almost everywhere- concept;
  • give an account of the construction of the Lebesgue integral and be able to use it;
  • use the theorems about monotone and dominated convergence, and Fatou's lemma;
  • describe the construction of product measures;
  • use Fubini's theorem;

Content

Sigma algebras. Measure and exterior measure. Lebesgue measure in one and several dimensions. Measurability of functions. The Lebesgue integral and its relation to the Riemann integral. Product measures and Fubini's theorem.

Instruction

Lectures and problem solving sessions.

Assessment

Written examination at the end of the course combined with assignments given during the course.

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