SF2709 Integration Theory, 7.5 hp
Fall term 2008
Last news
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Program of the oral examination
- No homework assignement to 9 December!
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The homework assignement to 2 December:
Section 4.4: 1, 4
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The homework assignement to 25 November:
Section 4.2: 3, 4, 9;
Section 4.3: 3.
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The homework assignement to 18 November:
Section 4.1: 1, 2, 3, 5.
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The homework assignement to 11 November:
Section 3.3: 7, 8b, 9. Attention: in 3.3.8b you may use without proof 3.3.8a and
you may assume for simplicity that $\phi$ is differentiable.
- The homework assignement to 4 November:
Section 3.1: 1, 2, 4
Section 3.3: 7
- The homework assignement to 21 Okt:
Section 2.4: 8, 10
Section 2.5: 4
The homework assignement to 14 Okt:
Section 2.3: 7
Section 2.4: 1, 2, 3
- The homework assignement to 7 Okt:
Section 2.3: 2, 4, 6
Attention: 7a is excluded!
- The homework assignement to 30 Sep:
Section 2.1: 1, 3, 4, 6.
- The homework assignement to 23 Sep:
Section 1.4: 1, 2, 3, 4
- The homework assignement to 16 Sep:
Section 1.3: 1a, 2,3,7
- The homework assignement to 9 Sep:
Section 1.1: 1,2,4,6. Section 1.2: 1ab, 2,4.
Course information
- Course leader: Serguei Shimorin, 08-790 6692,
shimorin@math.kth.se
- Schedule:
The course holds during the fall term 2008 once per week on Tuesdays at 13.15 - 15.00 in the room 3733
at the Department of Mathematics.
The course is given in English.
- Prerequisites:
Analys grundkurs SF2700.
- Course description:
The course goal is to learn about the notions of measure and Lebesgue integral.
Emphasis will be on the Lebesgue measure and integral on the real line and Euclidian spaces.
- Topics
Riemann integral
Lebesgue measure, measurable functions. Egoroff's theorem.
Signed measures, Jordan decomposition, absolutely continuous and singular measures,
Radon-Nykodim theorem, Lebesgue decomposition.
Absolutely continuous functions, functions of bounded variation, Fubini's theorem. Lp spaces.
Hölder ad Minkowski inequalities. Normed and metric spaces.
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Course litterature
- Donald L. Cohn, Measure Theory. Birkhäuser; Boston, Basel, Berlin.
- Examination: The examination consists of two parts: homework
assignements during the course and an oral test at the end. The homework
assignements are given after each lecture for a week and they should be delivered
to the lecturer at the next lecture for grading. To pass the course it is sufficient
(and necessary!)
to have 50% accepted homework exercises. This gives the grade "E". More than 80%
accepted exercises gives the grade "D". To get higher grade ("C", "B" or "A")
one should pass also the
oral test and the final grade will depend on it and the number of accepted homework
exercises.
Lecture plan (preliminary)
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2 Sep |
Lecture 1 |
| Algebras and sigma-algebras of sets. Measures. |
Section: | 1.1, 1.2. |
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9 Sep |
Lecture 2 |
| Outer measures and measures.
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Section: | 1.3 |
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16 Sep |
Lecture 3 |
| Lebesgue measure. Completeness and regularity properties. |
Section: | 1.4, 1.5. |
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23 Sep |
Lecture 4 |
| Measurable functions. |
Section: | 2.1, 2.2. |
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30 Sep |
Lecture 5 |
| The Lebesgue integral. |
Section: | 2.3, 2.6 |
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7 Okt |
Lecture 6 |
| Limit theorems. The Riemann integral. |
Section: | 2.4, 2.5. |
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14 Okt |
Lecture 7 |
| Modes of convergence. Lp spaces. |
Section: | 3.1, 3.3. |
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21 Okt |
Lecture 8 |
| Properties of Lp spaces. Normed spaces and duality. |
Section: | 3.2, 3.4, 3.5. |
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4 Nov |
Lecture 9 |
| Signed and complex measures. Decompositions. |
Section: | 4.1 |
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11 Nov |
Lecture 10 |
| Absolute continuity and singularity. |
Section: | 4.2, 4.3. |
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18 Nov |
Lecture 11 |
| Functions of boiunded variation. Duality of Lp spaces. |
Section: | 4.4, 4.5. |
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25 Nov |
Lecture 12 |
| Product measures. |
Section: | 5.1. |
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2 Dec |
Lecture 13 |
| Fubini's theorem. Applications. |
Section: | 5.2, 5.3. |
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9 Dec |
Lecture 14 |
| Reserve lecture. Repetition. |
Section: | |
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