Class Central is learner-supported. When you buy through links on our site, we may earn an affiliate commission.

YouTube

Measure Theory

The Bright Side of Mathematics via YouTube

Overview

Google, IBM & Meta Certificates – 40% Off
One Coursera Plus subscription covers most Professional Certificates on Coursera.
Unlock All Certificates
This course develops measure theory from sigma algebras and measurable maps through Lebesgue integration, extension and decomposition theorems, product measures, and Fubini's theorem. It includes proofs and applications of central convergence results.

Syllabus

Measure Theory - Part 1 - Sigma algebra.
Measure Theory - Part 2 - Borel Sigma algebra.
Measure Theory - Part 3 - What is a measure?.
Measure Theory - Part 4 - Not everything is Lebesgue measurable.
Measure Theory - Part 5 - Measurable maps.
Measure Theory - Part 6 - Lebesgue integral.
Measure Theory - Part 7 - Monotone convergence theorem (and more).
Measure Theory - Part 8 - Monotone convergence theorem (Proof and application).
Measure Theory - Part 9 - Fatou's Lemma.
Measure Theory - Part 10 - Lebesgue's dominated convergence theorem.
Measure Theory - Part 11 - Proof of Lebesgue's dominated convergence theorem.
Carathéodory's extension theorem (Measure Theory Part 12).
Lebesgue-Stieltjes measures (Measure Theory Part 13).
Radon–Nikodym theorem and Lebesgue's decomposition theorem (Measure Theory Part 14).
Image measure and substitution rule (Measure Theory Part 15).
Proof of the substitution rule for measure spaces (Measure Theory Part 16).
Product measure and Cavalieri's principle (Measure Theory Part 17).
Cavalieri's principle - An example (Measure Theory Part 18).
Fubini's Theorem (Measure Theory Part 19).
Outer measures - Part 1 (Measure Theory Part 20).
Outer measures - Part 2: Examples (Measure Theory Part 21).
Outer measures - Part 3: Proof (Measure Theory Part 22).
Riemann integral vs. Lebesgue integral.

Taught by

The Bright Side of Mathematics

Reviews

Start your review of Measure Theory

Never Stop Learning.

Get personalized course recommendations, track subjects and courses with reminders, and more.

Someone learning on their laptop while sitting on the floor.