Review of basic measure and integration theory. Signed and complex measures. Hahn and Jordan decompositions. The Radon-Nikodym theorem. Lebesgue decomposition. The Lebesgue-Stieltjes integral. Measure theory over locally compact Hausdorff spaces, in particular, the Riesz representation theorem and Haar measures. Hausdorff measure. Introduction to martingales. Prerequisite: One of MATH 417 or MATH 514, and MATH 447 or equivalent.
| Section | Capacity | Class times | Instructor(s) |
|---|---|---|---|
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LECTURE A1
(54123) |
25 |
2024-09-03 - 2024-12-09 (MWF)
11:00 - 11:50
CAB 357
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