NPTEL : Measure and Integration (Mathematics)

Co-ordinators : Prof. Inder K Rana


Lecture 1 - Introduction, Extended Real numbers

Lecture 2 - Algebra and Sigma Algebra of a subset of a set

Lecture 3 - Sigma Algebra generated by a class

Lecture 4 - Monotone Class

Lecture 5 - Set function

Lecture 6 - The Length function and its properties

Lecture 7 - Countably additive set functions on intervals

Lecture 8 - Uniqueness Problem for Measure

Lecture 9 - Extension of measure

Lecture 10 - Outer measure and its properties

Lecture 11 - Measurable sets

Lecture 12 - Lebesgue measure and its properties

Lecture 13 - Characterization of Lebesque measurable sets

Lecture 14 - Measurable functions

Lecture 15 - Properties of measurable functions

Lecture 16 - Measurable functions on measure spaces

Lecture 17 - Integral of non negative simple measurable functions

Lecture 18 - Properties of non negative simple measurable functions

Lecture 19 - Monotone convergence theorem & Fatou's Lemma

Lecture 20 - Properties of Integral functions & Dominated Convergence Theorem

Lecture 21 - Dominated Convergence Theorem and applications

Lecture 22 - Lebesgue Integral and its properties

Lecture 23 - Denseness of continuous function

Lecture 24 - Product measures, an Introduction

Lecture 25 - Construction of Product Measure

Lecture 26 - Computation of Product Measure - I

Lecture 27 - Computation of Product Measure - II

Lecture 28 - Integration on Product spaces

Lecture 29 - Fubini's Theorems

Lecture 30 - Lebesgue Measure and integral on R2

Lecture 31 - Properties of Lebesgue Measure and integral on Rn

Lecture 32 - Lebesgue integral on R2

Lecture 33 - Integrating complex-valued functions

Lecture 34 - Lp - spaces

Lecture 35 - L2(X,S,mue)

Lecture 36 - Fundamental Theorem of calculas for Lebesgue Integral - I

Lecture 37 - Fundamental Theorem of calculus for Lebesgue Integral - II

Lecture 38 - Absolutely continuous measures

Lecture 39 - Modes of convergence

Lecture 40 - Convergence in Measure