The following table lists all reading and problem assignments according to the date by which they should be completed. All problem numbers refer to problems from the course problem sheets. The required reading is either from the course text (referred to as WZ) or lecture notes available on-line. Supplementary, recommend reading that gives further background on lecture or problem set material is also suggested from the books of Folland and Taylor on reserve in the Mathematics Library in Hill Center.
| Date | Lecture Topic | Reading due | Problems due | |
| 1 | 9/3 | Functions of bounded variation | ||
| 2 | 9/8 | Cantor sets and functions | WZ, 1.1-1.6, 2.1, 2.2, 3.1 | |
| 3 | 9/10 | Riemann-Stieltes Integrals | WZ, 1.7, 2.3, 2.4 | 1-6, 10-14 |
| 4 | 9/15 | Drawbacks of Riemann integrals | ||
| 5 | 9/17 | Drawbacks of Riemann integrals | 7, 8, 9, 15-19, 25, 26 | |
| 6 | 9/22 | Outline of measure and integration theory |
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| 7 | 9/24 | Outine continued | read lecture notes | |
| 8 | 9/29 | Algebras and sigma algebras: lecture notes | ||
| 9 | 10/1 | Finitely additive measures | 22,23,24 | |
| 10 | 10/6 | Construction of Lebesgue measure | 22,23,24 | |
| 11 | 10/8 | Construction of Lebesgue measure | hand in 28-32 | |
| 12 | 10/13 |
Lebesgue-Stieltjes measures Lecture Notes |
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| 13 | 10/15 | Coin-tossing measure; outer measures, measurable sets |
read WZ, chapter 11.1,2,3,5 | |
| 14 | 10/20 | Caratheodory's theorem; proof | read WZ, chapter 11.1,2,3,5 | |
| 15 | 10/22 | Lebesgue measure: regularity | read WZ, chapter 3 | |
| 16 | 10/27 | Measurable functions | read WZ, chapter 3 |
33-44 (42 optional), hand in 33,34,36,38,42 |
| 17 | 10/29 | Measurable functions | read WZ, chapter 3 | |
| 18 | 11/3 | The integral and basic convergence theorems |
44-50 hand in 44, 45, 47, 50 |
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| 19 | 11/5 | The integral and basic convergence theorems |
44-50 hand in 44, 45, 47, 50 |
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| 20 | 11/10 | EXAM | ||
| 21 | 11/12 | Integration | WZ, chapter 5 | |
| 22 | 11/17 | Integration | WZ, chapter 5 | |
| 23 | 11/19 | Convergence in measure, a.e. and L^1 | WZ, chapter 4, section 4 | |
| 24 | 11/24 | Egorov, Lusin, Fubini-Tonelli | WZ, Chapter 4, section 3, Chapter 6 | 56, 59, 61, 62, 66 |
| 25 | 12/1 | Fubini-Tonelli theorem | WZ, Chapter 6 | |
| 26 | 12/3 | Differentiation | WZ, Chapter 7 | 68, 69, 71, 79, 82 |
| 27 | 12/7 | Differentiation | WZ, Chapter 7 | |
| 28 | 12/10 | Differentiation | WZ, Chapter 7 |