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Measure Theory

The Bright Side of Mathematics via YouTube

Overview

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This course is an introduction to Measure Theory, which is an important branch of mathematics used to study functions and sets in a rigorous way. It covers the definition, properties, and use of measures, sigma algebras, and Borel sigma algebras. A measure is a real-valued function that describes how one mechanism can be used to assign sizes to sets, and sigma algebras are collections of sets that can be used to measure and study them. Additionally, the course covers the Lebesgue integral, the Monotone Convergence theorem and its proof and application, Fatou's Lemma, Lebesgue's Dominated Convergence theorem and its proof, Carathéodory's extension theorem, Lebesgue-Stieltjes measures, Radon-Nikodym theorem, Lebesgue's decomposition theorem, image measure and the substitution rule, product measure, Cavalieri's principle, Fubini's theorem, and outer measures and their proofs. The course also compares and contrasts the Riemann integral and Lebesgue integral.

Syllabus

Measure Theory - Part 1 - Sigma algebra.
Measure Theory - Part 2 - Borel Sigma algebra.
Measure Theory - Part 3 - What is a measure?.
Measure Theory - Part 4 - Not everything is Lebesgue measurable.
Measure Theory - Part 5 - Measurable maps.
Measure Theory - Part 6 - Lebesgue integral.
Measure Theory - Part 7 - Monotone convergence theorem (and more).
Measure Theory - Part 8 - Monotone convergence theorem (Proof and application).
Measure Theory - Part 9 - Fatou's Lemma.
Measure Theory - Part 10 - Lebesgue's dominated convergence theorem.
Measure Theory - Part 11 - Proof of Lebesgue's dominated convergence theorem.
Carathéodory's extension theorem (Measure Theory Part 12).
Lebesgue-Stieltjes measures (Measure Theory Part 13).
Radon–Nikodym theorem and Lebesgue's decomposition theorem (Measure Theory Part 14).
Image measure and substitution rule (Measure Theory Part 15).
Proof of the substitution rule for measure spaces (Measure Theory Part 16).
Product measure and Cavalieri's principle (Measure Theory Part 17).
Cavalieri's principle - An example (Measure Theory Part 18).
Fubini's Theorem (Measure Theory Part 19).
Outer measures - Part 1 (Measure Theory Part 20).
Outer measures - Part 2: Examples (Measure Theory Part 21).
Outer measures - Part 3: Proof (Measure Theory Part 22).
Riemann integral vs. Lebesgue integral.

Taught by

The Bright Side of Mathematics

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