MT
MT
General recommendations.
• These lectures assume that the audience is familiar with measure theory.
• The videos do not replace the books. I suggest to choose one among the
many listed at the end of these notes and to read the corresponding sections
before or after the videos.
• After the statement of a result, interrupt the video and try to prove the
assertion. It is the only way to understand the difficulty of the problem, to
differentiate simple steps from crucial ones, and to appreciate the ingenuity
of the solution. Sometimes you find an alternative proof of the result.
• In all exercises in Taylor’s book, you should replace semi-ring, ring and
σ-ring by semi-algebra, algebra and σ-algebra.
• You can speed-up or slow-down the video. By pressing settings at the
bottom-right corner, you can modify the playback speed.
• Send me an e-mail if you find a mistake which is not reported in these notes.
• If you typed in latex, with no personal definitions nor the use of special
packages, solutions to some exercises proposed below, send the file. Hope-
fully, I’ll create a note with solutions to the exercises, acknowledging the
authors of the solutions.
• A note about the methodology. I ask the students to view the video(s)
before the class. In the first part of the lecture, I recall the content of the
video. Sometimes, I ask one of the students to replace me. Occasionally,
the student is randomly chosen. This is the opportunity for the students to
ask questions on the content of the class. In the second part of the lecture, I
present some of the applications included in the “Further Readings” topic.
Further Readings.
A. [Billingsley, Section 1.2] has many examples. In contrast with the lectures,
this reference focuses on finite measures.
Recall that in all exercises in Taylor’s book, you should replace semi-ring, ring and
σ-ring by semi-algebra, algebra and σ-algebra.
Recommended exercises.
*a. Prove [Taylor, Theorems 1.3 and 1.6],
b. [Taylor, Section 1.5], exercises 1, 2, 4, 5, 7, 10.
*c. Let S be a semi-algebra of subsets of a set X. Show that ∅ belongs to S.
*d. Fill the details of Examples 1–6 in [Taylor, Section 3.1].
*e. Prove [Taylor, Theorem 3.1].
*f. Check which of the Examples 1–6 are σ-additives.
g. [Taylor, Section 3.1], exercises 5, 6.
Suggested exercises.
a. [Taylor, Section 1.5], exercises 3, 6, 9.
b. [Taylor, Section 3.1], exercises 1, 2, 3, 4.
c. Fill the details of Examples 2 – 6 of [Billingsley, Section 1.2].
d. Prove [Munroe, Theorems 10.2 and 10.3].
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Further Readings.
A. [Billingsley, Section 10.1] has many examples.
Recommended exercises.
a. [Taylor, Section 3.1], exercises 10, 11, 14.
b. [Taylor, Section 3.3], exercises 3, 4.
c. Fill the details of examples 2, 3 and 4 in [Billingsley, Section 10.1].
Suggested exercises.
a. [Taylor, Section 3.1], exercises 7, 8, 9.
b. [Taylor, Section 3.3], exercises 1, 2.
c. [Billingsley, Section 10.1], exercises 1, 2.
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Further Readings.
A. [Taylor, Sections 4.1] introduces the concept of regular outer measures and
inner measures. It apllies the construction to the case of the Lebesgue
measure.
Recommended exercises.
a. [Taylor, Section 4.1], exercises 4, 7, 8, 10,
*b. [Taylor, Section 4.1], exercise 5, 11 (This exercise shows that the hypothesis
that ν is σ-finite is needed for the uniqueness of the extension, 12.
c. [Billingsley, Section 3], exercise 5
Suggested exercises.
a. [Taylor, Section 4.1], exercises 1, 2, 3, 6, 9. (exercises 2 and 9 need the
concept of regular outer measure, not yet seen)
b. [Billingsley, Section 3], exercise 2.
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Lecture
Further Readings.
A.
Recommended exercises.
a.
Suggested exercises.
a.
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Lecture
Further Readings.
A.
Recommended exercises.
a.
Suggested exercises.
a.
References
[Billingsley] P. Billingsley, Probability and measure. Third edition. Wiley Series in Probability
and Mathematical Statistics. A Wiley-Interscience Publication. John Wiley & Sons, Inc.,
New York, 1995. ISBN: 0-471-00710-2
[Fernandez] Pedro Jesus Fernandez, Medida e integrao. IMPA, 2007
[Halmos] P. R. Halmos, Measure Theory, Graduate Text in Mathematics, volume 18 Springer,
1974
[Munroe] M. E. Munroe, Measure and Integration, second edition Addison-Wesley, 1971
[Royden] H. L. Royden Real Analysis. Third edition. Macmillan Publishing Company, New York,
1988. xx+444 pp. ISBN: 0-02-404151-3
[Rudin] W. Rudin, Principles of Mathematical Analysis. Third edition. McGraw-Hill, Inc. New
York 1964.
[Taylor] S. J. Taylor, Introduction to Measure and Integration, Cambridge University Press, 1973.
ISBN 978-0-521-09804-5