### MATH 5111: Measure and Integration

**Description:** Abstract integration: Lebesgue integration theory, outer measures and Caratheodory's theorem, Fatou's lemma, monotone and dominated convergence theorems. Measure theory: positive Borel measures, Riesz representation theorem for positive linear functionals on *C*(*K*), complex measures, Hahn-Jordan and Lebesgue decompositions, Radon-Nykodim theorem and differentiation of measures, Riemann-Stieltjes integral, the Lebesgue measure on **R**^{d}. *L ^{p}* spaces: Cauchy-Bunyakovsky-Schwarz, Hoelder, Minkowski and Jensen inequalities,

*L*

^{2}and

*L*spaces as Hilbert and Banach spaces, Riesz representation theorem for bounded functionals on

^{p}*L*. Integration on product spaces, Fubini's and Tonelli's theorems, Fourier transform and Plancherel theorem. For prelim preparation, see the prelim study guide.

^{p}**Prerequisites:** MATH 5110

**Offered:** Spring

**Credits:** 3

**Sections: **Spring 2009 on Storrs Campus

Course | Sec | Comp | Time | Room | Instructor |
---|---|---|---|---|---|

5111 | Lecture | MWF 11:00-11:50 | MSB319 | Ben Ari, Iddo |