## Measure and Integration

Measure and Integration. Instructor: Prof. Inder K Rana, Department of Mathematics, IIT Bombay. "Measure and Integration" is an advanced-level course in Real Analysis, followed by a basic course in Real Analysis. The aim of this course is to give an introduction to the theory of measure and integration with respect to a measure. The material covered lays foundations for courses in "Functional Analysis", "Harmonic Analysis" and "Probability Theory". Starting with the need to define Lebesgue Integral, extension theory for measures will be covered. Abstract theory of integration with respect to a measure and introduction to Lp spaces, product measure spaces, Fubini's theorem, absolute continuity and Radon-Nikodym theorem will be covered.
(from **nptel.ac.in**)

Lecture 38 - Absolutely Continuous Measures |

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