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Module MA2224: Lebesgue integral

Credit weighting (ECTS)
5 credits
Semester/term taught
Hilary term 2018-19
Contact Hours
11 weeks, 3 lectures per week
Lecturer
Prof David Wilkins
Learning Outcomes
On successful completion of this module, students will be able to:
  • Discuss countable sets, characteristic functions and bolean algebras;
  • State and prove properties of length measure, outer measure and Lebesgue measure for subsets of the real line and establish measurability for a range of functions and sets;
  • Define the Lebesgue integral on the real line and apply basic results including convergence theorems.
Module Content
The basics of the theory of the Lebesgue integral and Lebesgue measure.Monotone and dominated convergence theorems.
  • Countable versus uncountable sets; inverse images;characteristic functions; boolean algebra for subsets.
  • Algebras of subsets of the real line; length measure on the interval algebra; finite-additivity; subadditivity and countable-additivity; outer measure; Lebesgue measurable sets; extension to sigma algebra; Borel sigma algebra.
  • Lebesgue measurable functions; simple functions; integrals for non-negative functions; limits of measurable functions and the monotone convergence therorem; Lebesgue integrable functions; generalisation of the Riemann integral (for continuous functions on finite closed intervals).
  • Fatou's lemma; dominated convergence theorem; integrals depending on a parameter
Module Prerequisite
Metric Spaces (MA2223)
Assessment Detail
This module will be examined in a 2-hour examination in Trinity term. Continuous assessment in the form of homework assignments will contribute 10% to the final grade at the annual examinations, with the examination counting for the remaining 90%