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Date Topics
Text Assignments
1 9/3
Important inequalities of Holder and Minkowski
Class Notes
Assignment due 9/10
Solutions, 1-8 2 9/8
Metric spaces: examples, completeness and contraction mapping
Class Notes
3 9/10
Compactness, Total Boundedness
Class Notes and Folland, 0.6
Problems for 9/17
Solutions, 9-184 9/15
The Arzela-Ascoli theorem
Class notes on Arzela-Ascoli
5 9/17
Riemann-Stieltjes Integrals
Class Notes
Problems for 9/24
Solutions6 9/22
Functions of bounded variation
Class Notes
7 9/24
Outline of the Lebesgue approach to integration
Algebras and sigma-algebras Folland, Chapter 1
Problems for 10/1
Solutions8 9/26
Algebras and sigma algebras
Folland, Chapter 1
9 10/1
Measurable functions
Folland, Chapter 2, section 1
Problems for 10/8
Solutions
10 10/6
Finitely additive measures, measures,
elementary properites, extension problem Folland, Chapter 1
11 10/8
Caratheodory's extension theorem and applications
Folland, Chapter 1, section 4
Problems for 10/15
Solutions12 10/13
Caratheodory's extension theorem and applications:
Lebesgue measure
Class notes on construction of
measures Folland, Chapter 1
13 10/15
Caratheodory's extension theorem and applications:
Lebesgue measure in d diimensions:
a coin tossing space. Folland, Chapter 1
Problems for 10/23
Solutions14 10/20
Midterm
15 10/23
Properties of Lebesgue-Stieltjes measures;
Non-measurable sets Folland, Section 1.5
 
16 10/27
Integration; definition and Fatou's lemma
Folland, Section 2.2
17 10/29
Monotone and dominated convergence theorems
Folland, Sections 2.2 and 2.3
Problems for 11/5
Solutions18 11/3
Relation between Riemann and Lebesgue integrals
Folland, Sections 2.2 and 2.3
19 11/5
Density of step functions, continuous functions;
modes of convergence
Folland, Sections 2.4
Problems for 11/12
Solutions20 11/10
Convergence in measure and a.e. convergence;
Completelness of L^p;
Change of variables
Folland, Sections 2.4
21 11/12
Change of variables;
Product measure and the Fubini-Tonelli theorem
Folland, Sections 2.5
Problems for 11/19
Solutions22 11/17
Product measure and the Fubini-Tonelli theorem, continued
Folland, Sections 2.5
23 11/19
Change of variable in Lebesgue integration;
Signed measures
Folland, Sections 2.6, 2.7, 3.1
Problems for 12/3
Solutions24 12/1
The Radon-Nikodym theorem
Folland, Section 3.2
25 12/3
Differentiation of Borel measures w.r.t. Lebesgue measure;
Application to bounded variation functions
Folland, Sections 3.3, 3.4
Problems for 12/10
26-28 12/3
Differentiation of Borel measures w.r.t. Lebesgue measure;
Application to bounded variation functions
Folland, Sections 3.3, 3.4,
Class notes
29 12/16
FINAL EXAM, 12-3, Hill 425
Info on final (Please Read!)