Measure theory (BM)
Collegejaar:  20172018 

Studiegidsnummer:  4373MEATH 
Docent(en): 

Voertaal:  Engels 
Blackboard:  Ja 
EC:  6 
Niveau:  400 
Periode:  Semester 1 
 Geen Keuzevak
 Geen Contractonderwijs
 Wel Exchange
 Wel Study Abroad
 Geen Avondonderwijs
 Geen AlaCarte en Aanschuifonderwijs
 Geen Honours Class
Descripion
In this course we introduce an abstract concept of measure and integration on a socalled measurable space. For functions of a real variable, this leads to the Lebesgue integral which gives a broader class of integrable functions (than the classical Riemann integral). Measure theory is of crucial importance in probability theory, stochastic processes, ergodic theory,
and analysis.
Main subjects of this course are: premeasure, extension theorem of Caratheodory, measurable functions, integration of measurable functions, convergence theorems (Fatou, Lebesgue dominated convergence), L^p spaces, Holder and Minkowskyâ€™s inequality, absolute continuity, Radon Nikodym theorem.
Students with interest in stochastics and/or analysis are also encouraged
to follow the Linear Analysis course.
Lecture hours
2 per week
Examination
Takehome assignments; final grade is calculated as the average over the marks for all assignments. A schedule with dealines for the assignements will be provided at the start of the course.
Obliged literature
H. Bauer, Measure and integration theory, de Gruyter (2001), ISBN 3110167190
Workform
Lectures
Homepage
Blackboard
Maakt deel uit van  Soort opleiding  Semester  Blok 

Mathematics  Master  1  
Wiskunde  Bachelor  1 