Lehrveranstaltungen
von Roland Zweimüller
VO Measure
theory and integration (Maß- und Integrationstheorie)
(250072)
winter term 2015,
together with Dalia
Terhesiu)
Mon 10:45-12:15 in SR
9 and Fri 12:45-14:15 in SR 12
My colleague Dr Terhesiu will
be in charge for the first part of the semester.
The
lecture
notes (in german) are available
here.
- The theory of measures and integration belongs to the
foundations of
modern analysis, and provides the formal framework for higher
probability
theory. This course introduces its central concepts and
results (discussing in
particular: existence, uniqueness, basic properties, and
examples of measures;
the Lebesgue integral, convergence theorems, and spaces of
integrable functions;
product measures; measures with densities; applications to
real analysis), and
offers brief appetizers for some more advanced topics.
- Most of the material covered in this course can be found in
standard
textbooks. The reference closest to my lectures is
- J.Elstrodt, Maß- und Integrationstheorie. Springer
Other standard texts include
- P.Billingsley, Probability and Measure. 3ed Wiley 1995
- P.Halmos, Measure Theory, Springer 1950
- D.L.Cohn, Measure Theory. 2ed Birkhäuser 2013
- R.M.Dudley, Real Analysis and Probability. 2ed Cambridge
UP 2003
- Exam: oral exam