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.
The contents of this book
include: Integrals, Applications of Integration, Differential Equations,
Infinite Sequences and Series, Hyperbolic Functions, Various Formulas, Table of
Integrals.
This book describes the following
topics: Elementary functions and their classification, The integration of
elementary functions, The integration of rational functions, The integration of
algebraical functions and The integration of transcendental functions.
This note introduces the concepts of measures, measurable functions and
Lebesgue integrals. Topics covered includes: Measurable functions / random
variables , Dynkin’s Lemma and the Uniqueness Theorem, Borel-Cantelli’s First
Lemma, Independent random variables, Kolmogorov’s 0-1-law, Integration of
nonnegative functions , Jordan-Hahn Decompositions, The Lebesgue-Radon-Nikodym
Theorem, The law of large numbers.
This book covers the following
topics: Fundamental integration formulae, Integration by substitution,
Integration by parts, Integration by partial fractions, Definite Integration as
the limit of a sum, Properties of definite Integrals, differential equations and
Homogeneous differential equations.