Date Added: March 16, 2015
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.