Fatou's Lemma 
Fatou's Lemma
by Bilkent
Video Lecture 20 of 37
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Date Added: March 16, 2015

Lecture Description

Course Index

Course Description

Concepts of integration. Henstock-Kurzweil integral. Borel sets, Bair functions. Outer measures. Measurable sets. Lebesgue and Lebesgue-Stieltjes measures. Lebesgue density theorem. Hausdorff measures and Hausdorff dimension. Measurable functions. Lusin’s and Egorov’s theorems. Convergence in measure. Lebesgue integral. Basic theorems of Lebesgue integral. Modes of convergence. Differentiation of indefinite Lebesgue integral. Signed measures. The Radon- Nikodym theorem. Product measures. Spaces of integrable functions.

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