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Advanced Analysis 2 (Properties of exterior measure, invariance properties of Lebesgue measure, sigma-algebras, Borel sets, existence of nonmeasurable sets, Characterisation of measurable sets, Measurable functions and their properties, Approximation of measurable functions, Lusin's theorem

Math Apr 21, 2023

Advanced Analysis 2 (Properties of exterior measure, invariance properties of Lebesgue measure, sigma-algebras, Borel sets, existence of nonmeasurable sets, Characterisation of measurable sets, Measurable functions and their properties, Approximation of measurable functions, Lusin's theorem. Egorov's theorem, Integration of step functions, Integration of bounded functions with support of bounded measure, bounded convergence theorem ,Integration of nonnegative functions, Fatou's lemma, monotone convergence theorem, Integration of general functions, dominated convergence theorem, The L^1 space, Riesz-Fischer theorem, Density results, invariance properties, translations and continuity, Fubini’s theorem

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