The classical (additive) measure theory provides a background for study in both functional analysis and probability theory.
The first aim of this course is to help students acquire an understanding of the basics of the classical measure theory.
The second aim is to learn the idea of a non-additive extension of the classical measure theory.
The first goal of this course is to master the basics of the classical (additive) measure theory, and the second goal is to understand the basic concepts in the non-additive measure theory.
measures, the Lebesgue integral, non-additive measure, the Choquet integral
✔ Specialist skills | Intercultural skills | Communication skills | Critical thinking skills | Practical and/or problem-solving skills |
Lectures and exercises
Course schedule | Required learning | |
---|---|---|
Class 1 | Measurable spaces | Understand the contents covered by the lecture. |
Class 2 | Definition and properties of measure | Understand the contents covered by the lecture. |
Class 3 | Construction of measures | Understand the contents covered by the lecture. |
Class 4 | Lebesgue measure spaces | Understand the contents covered by the lecture. |
Class 5 | Measurable functions | Understand the contents covered by the lecture. |
Class 6 | Definition of integral | Understand the contents covered by the lecture. |
Class 7 | Properties of integral | Understand the contents covered by the lecture. |
Class 8 | Convergence theorems | Understand the contents covered by the lecture. |
Class 9 | Function spaces | Understand the contents covered by the lecture. |
Class 10 | Convergence concepts | Understand the contents covered by the lecture. |
Class 11 | Product measures and Fubini's theorem | Understand the contents covered by the lecture. |
Class 12 | Signed measures and Radon-Nykodym's theorem | Understand the contents covered by the lecture. |
Class 13 | Non-additive measures | Understand the contents covered by the lecture. |
Class 14 | The Choquet integral | Understand the contents covered by the lecture. |
To enhance effective learning, students are encouraged to spend approximately 100 minutes preparing for class and another 100 minutes reviewing class content afterwards (including assignments) for each class.
They should do so by referring to textbooks and other course material.
Not specified.
References are provided in the lectures.
Will be based on exercise and/or report.
Not specified.
To be announced in lectures.