Measure Theory and Integrations Math 5801
References:
1- P. M. Fitzpatrick and H. Royden, "Real Analysis," 4th edition, Pearson, 2010.
2- J. Benedetto and W. Czaja, "Integration and Modern Analysis," Birkhauser, Boston, MA, 2009.
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Sets and Classes : Algebras, σ-algebras , Monotone classes.
Measure and outer measure : Measure, Measurable sets , Outer measure , Extension of measure, Completion, Lebesgue measure.
Measurable functions : Measure spaces, Measurable functions, Integrable functions.
Convergence theorems and applications : Fatou's lemma, Motonne convergence theorem, Dominated convergence theorem, Differentiation and integration.
Product spaces : Product measures and Fubini-Tonelli theorem.