Intended audience: third-year students
Textbook: A Concise Introduction to the Theory of Integration D.W. Stroock, Birkhauser, Boston, third edition, 1999
Outline: An introduction to abstract measure and integration theory.
Prerequisites: Standard first and second-year analysis courses.
Main subjects: Riemann integration (retrospective), Lebesgue measure in Euclidean space, measure and integration in abstract spaces, products of measures, changes of variable, basic inequalities, Radon-Nikodym
Lectures are on Tuesday from 15.00-17.00 in BBL 107a (except
for
March 15, the lecture will be in BBL 105b).
Exercises are on Wednesday from 13.00-15.00 in K11. Each week the
exercises
(for that week) will be posted on this webpage.
There will be a Midterm exam and a Final exam. Each exam counts for 50% of the final grade.
-No classes on Wednesday March 23 and Tuesday March 29 (hertentamen periode).
-Mid-term exam is on Tuesday April 19 from 14-17 in BBL 105B (it
is
an open book exam, but you are only allowed to use the book of Strook) .
-PLEASE READ: In period 4 (starting from week 17) the room on
Tuesday
is changed to BBL 160.
-There will be classes on Tuesday May 17 and Wednesday May 18
(hertentamen
perioden-please contact me if you cannot attend).
-There will be NO classes on Tuesday June 7 and Wednesday June 8.
-There will be NO classes on Tuesday June 28 and Wednesday June 29.
-Final exam is on Tuesday July 5 from 14-17 in BBL 105B (open
book,
you are allowed to use the book of Strook and notes (exercises) taken
during
the lectures).
EXERCISES:
(section 1.1 - Riemann Integration) Exercises1.ps , Exercises1.pdf
(section 1.2 - Riemann-Stieltjes Integration) Exercises2.ps,
Exercises2.pdf