Lecture Notes for Integration

Aim of this lecture note
is to develop an understanding of the statements of the theorems and how to
apply them carefully. Major topics covered are: Measure spaces, Outer measure,
null set, measurable set, The Cantor set, Lebesgue measure on the real line,
Counting measure, Probability measures, Construction of a non-measurable set ,
Measurable function, simple function, integrable function, Reconciliation with
the integral introduced in Prelims, Simple comparison theorem, Theorems of
Fubini and Tonelli.

**Author(s):** Z. Qian and Alison Etheridge

NA Pages