Measure and Integration
IIT Bombay, , Prof. Inder K Rana
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Updated On 02 Feb, 19
Need to define Lebesgue Integral,Semi-algebra, Algebra, Monotone class, Sigma-algebra, Monotone class theorem. Measure spaces.Extension of measures from algebras to the generated sigma-algebras: Measurable sets; Lebesgue Measure and its properties.
Measurable functions and their properties; Integration and Convergence theorems, Lebesgue integral, Fundamental Theorem of Calculus for Lebesgue Integrals (an outline)
Product measure spaces, Fubini's theorem
Absolute continuity of measures, Radon-Nikodym theorem Introduction
to Lp spaces, Riesz-Fischer theorem; Riesz Representation theorem for L2 spaces.
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Measure and Integration by Prof. Inder K Rana ,Department of Mathematics, IIT Bombay. For more details on NPTEL visit httpnptel.iitm.ac.in
Sep 12, 2018
Excellent course helped me understand topic that i couldn't while attendinfg my college.
March 29, 2019
Great course. Thank you very much.