NPTEL : NOC:Measure Theory (Prof. E. K. Narayanan) (Mathematics)

Co-ordinators : Prof. E. K. Narayanan


Lecture 1 - Review of Riemann integration and introduction to sigma algebras

Lecture 2 - Sigma algebras and measurability

Lecture 3 - Measurable functions and approximation by simple functions

Lecture 4 - Properties of countably additive measures

Lecture 5 - Integration of positive measurable functions

Lecture 6 - Some properties of integrals of positive simple functions

Lecture 7 - Monotone convergence theorem and Fatou's lemma

Lecture 8 - Integration of complex valued measurable functions

Lecture 9 - Dominated convergence theorem

Lecture 10 - Sets of measure zero and completion

Lecture 11 - Consequences of MCT, Fatou's lemma and DCT

Lecture 12 - Rectangles in R^n and some properties

Lecture 13 - Outer measure on R^n

Lecture 14 - Properties of outer measure on R^n

Lecture 15 - Lebesgue measurable sets and Lebesgue measure on R^n

Lecture 16 - Lebesgue sigma algebra

Lecture 17 - Lebesgue measure

Lecture 18 - Fine properties of measurable sets

Lecture 19 - Invariance properties of Lebesgue measure

Lecture 20 - Non measurable set

Lecture 21 - Measurable functions

Lecture 22 - Riemann and Lebesgue integrals

Lecture 23 - Locally compact Hausdorff spaces

Lecture 24 - Riesz representation theorem

Lecture 25 - Positive Borel measures

Lecture 26 - Lebesgue measure via Riesz representation theorem

Lecture 27 - Construction of Lebesgue measure

Lecture 28 - Invariance properties of Lebesgue measure

Lecture 29 - Linear transformations and Lebesgue measure

Lecture 30 - Cantor set

Lecture 31 - Cantor function

Lecture 32 - Lebesgue set which is not Borel

Lecture 33 - L^p spaces

Lecture 34 - L^p norm

Lecture 35 - Completeness of L^p

Lecture 36 - Properties of L^p spaces

Lecture 37 - Examples of L^p spaces

Lecture 38 - Product sigma algebra

Lecture 39 - Product measures - I

Lecture 40 - Product measures - II

Lecture 41 - Fubini's theorem - I

Lecture 42 - Fubini's theorem - II

Lecture 43 - Completeness of product measures

Lecture 44 - Polar coordinates

Lecture 45 - Applications of Fubini's theorem

Lecture 46 - Complex measures - I

Lecture 47 - Complex measures - II

Lecture 48 - Absolutely continuous measures

Lecture 49 - L^2 space

Lecture 50 - Continuous linear functionals

Lecture 51 - Radon-Nikodym theorem - I

Lecture 52 - Radon Nikodym theorem - II

Lecture 53 - Consequences of Radon-Nikodym theorem - I

Lecture 54 - Consequences of Radon-Nikodym theorem - II

Lecture 55 - Continuous linear functionals on L^p spaces - I

Lecture 56 - Continuous linear functionals on L^p spaces - II

Lecture 57 - Riesz representation theorem - I

Lecture 58 - Riesz representation theorem - II

Lecture 59 - Hardy-Littlewood maximal function

Lecture 60 - Lebesgue differentiation theorem

Lecture 61 - Absolutely continuous functions - I

Lecture 62 - Absolutely continuous functions - II