# Course

## M466 - Measure Theory

Course No:
M466
Credit:
4
Prerequisites:
301
Approval:
2014
UG-Elective
Syllabus:
$\sigma$−algebras of sets, measurable sets and measures, extension of measures, construction of Lebesgue measure, integration, convergence theorems, Radon-Nikodym theorem, product measures, Fubini’s theorem, differentiation of integrals, absolutely continuous functions, $L_p$-spaces, Riesz representation theorem for the space $C[0, 1]$.
Reference Books:

G. De Barra, “Measure theory and integration”.J. Nevue, “Mathematical foundations of the calculus of probability”, Holden-Day, Inc., 1965.I. K. Rana, “An introduction to measure and integration”, Narosa Publishing House.P. Billingsley, “Probability and measure”, John Wiley & Sons, Inc., 1995. W. Rudin, “Real and complex analysis”, McGraw-Hill Book Co., 1987.K. R. Parthasarathy, “Introduction to probability and measure”, The Macmillan Co. of India, Ltd., 1977.