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Lecture Notes for Integration

Lecture Notes for Integration

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.

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