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  • Ch.2 Lebesgue Measure 1. Intro

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    Angie Hyunji Moon
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    This document outlines chapters on Lebesgue measure, Lebesgue measurable functions, and Lebesgue integration. Chapter 2 introduces Lebesgue outer measure and the sigma-algebra of Lebesgue measurable sets, as well as properties like countable additivity and continuity. Chapter 3 covers Lebesgue measurable functions, including sums, products, compositions, and limits. Chapter 4 defines the Lebesgue integral as a generalization of the Riemann integral and covers integrals of bounded functions over finite measure sets.

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    This document outlines chapters on Lebesgue measure, Lebesgue measurable functions, and Lebesgue integration. Chapter 2 introduces Lebesgue outer measure and the sigma-algebra of Lebesgue measurable sets, as well as properties like countable additivity and continuity. Chapter 3 covers Lebesgue measurable functions, including sums, products, compositions, and limits. Chapter 4 defines the Lebesgue integral as a generalization of the Riemann integral and covers integrals of bounded functions over finite measure sets.

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    © All Rights Reserved
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    37 views7 pages

    Ch.2 Lebesgue Measure 1. Intro

    Uploaded by

    Angie Hyunji Moon
    This document outlines chapters on Lebesgue measure, Lebesgue measurable functions, and Lebesgue integration. Chapter 2 introduces Lebesgue outer measure and the sigma-algebra of Lebesgue measurable sets, as well as properties like countable additivity and continuity. Chapter 3 covers Lebesgue measurable functions, including sums, products, compositions, and limits. Chapter 4 defines the Lebesgue integral as a generalization of the Riemann integral and covers integrals of bounded functions over finite measure sets.

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    © All Rights Reserved
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    of 7

    Ch.

    2 Lebesgue measure
    1. Intro

    2. Lebesgue outer measure,

    3. sigma-alg of Lebesgue measurable sets


    4. Outer and inner approximation of Lebesgue mbl sets

    5. Countable additivity, continuity, Borel - cantelli lemma


    6. Nonmeasurable sets

    7. Cantor set and Cantor-Lebesgue function


    Ch.3 Lebesgue measurable function
    1. sums, products, compositions
    2. sequential pointwise limits and simple approximation
    3. littlewood's 3 principle, egoroff, lusin
    Ch.4. Lebesgue integration
    1. Riemann integral

    2. Lebesgue integral of bounded measurable function over a set of finite measure

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