M4170 Measure and Integral

Faculty of Science
Spring 2017
Extent and Intensity
2/2/0. 4 credit(s) (příf plus uk k 1 zk 2 plus 1 > 4). Type of Completion: zk (examination).
Teacher(s)
prof. RNDr. Roman Šimon Hilscher, DSc. (lecturer)
Guaranteed by
prof. RNDr. Roman Šimon Hilscher, DSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Supplier department: Department of Mathematics and Statistics – Departments – Faculty of Science
Timetable
Mon 20. 2. to Mon 22. 5. Thu 12:00–13:50 M1,01017
  • Timetable of Seminar Groups:
M4170/01: Mon 20. 2. to Mon 22. 5. Thu 14:00–15:50 M1,01017, R. Šimon Hilscher
Prerequisites
M3100 Mathematical Analysis III
Differential and integral calculus in several veriables, metric spaces.
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
The theory of measure and integration is a part of the basic course of mathematical analysis that is necessary for further successful study of modern mathematical analysis and its applications. The aim of the course is understand the abstract measure theory and the integral defined by a measure. In the special case one then gets the Lebesgue measure and the Lebesgue integral.

At the end of this course, the students will
- understand the Caratheodory construction of measurable sets and a measue,
- understand the construction of an abstract integral with respect to a measure,
- understand the construction of the Lebesgue measure and the Lebesgue integral,
- be able to explain the differences between the Lebesgue and Riemann integrals,
- understand the integration in product spaces,
- be able to analyze the behavior of functions defined as an integral depending on a parameter,
- be ready for applications of the measure theory and integration in differential equations, calculus of variations, and probability theory.
Syllabus
  • 1. Fundamental concepts of the measure theory: sigma-algebra, Borel set, measure, measurable sets.
  • 2. Outer measure and the Caratheodory construction of a measure.
  • 3. Lebesgue measure in Rn.
  • 4. Measurable functions.
  • 5. The abstract integral with respect to a measure, its basic properties, limit theorems.
  • 6. The Lebesgue integral in Rn, a comparison of the Lebesgue and Rieman integrals.
  • 7. The product of measures, integration in product spaces, the Tonelli and Fubini theorems.
  • 8. The substitution in the integral.
  • 9. Integrals depending on a parameter: continuity, differentiation, and their applications to the evaluation of definite integrals.
  • 10. Improper Lebesgue integral in Rn, Gamma and beta functions.
Literature
  • RUDIN, Walter. Analýza v reálném a komplexním oboru. Vyd. 2., přeprac. Praha: Academia, 2003, 460 s. ISBN 8020011250. info
  • KOLMOGOROV, Andrej Nikolajevič and Sergej Vasil‘jevič FOMIN. Základy teorie funkcí a funkcionální analýzy. Translated by Vladimír Doležal - Zdeněk Tichý. Vyd. 1. Praha: SNTL - Nakladatelství technické literatury, 1975, 581 s. info
  • SIKORSKI, Roman. Diferenciální a integrální počet : funkce více proměnných. Translated by Ilja Černý. 2., změn. a dopl. vyd., Vyd. Praha: Academia, 1973, 495 s. URL info
  • LUKEŠ, Jaroslav and Jan MALÝ. Míra a integrál. 2. vyd. Praha: Karolinum, 2002, 179 s. ISBN 8024605430. info
  • NAGY, Jozef, Milan VACEK and Eva NOVÁKOVÁ. Lebesgueova míra a integrál. Vyd. 1. Praha: SNTL - Nakladatelství technické literatury, 1985, 151 s. URL info
Teaching methods
Two-hour lectures and two-hour exercises.
Assessment methods
Written final exam combined with an oral examination. The results from exercises are partially transfered into the final grade. The written and oral part of the exam contains also theoretical questions to proofs. The aim is to demonstrate the understanding of the basic concepts, their mutual relationship, and overall connections in the measure theory and integration.
Language of instruction
Czech
Further Comments
The course is taught annually.
The course is also listed under the following terms Spring 2008 - for the purpose of the accreditation, Spring 2011 - only for the accreditation, Spring 2000, Spring 2001, Spring 2002, Spring 2003, Spring 2004, Spring 2005, Spring 2006, Spring 2007, Spring 2008, Spring 2009, Spring 2010, Spring 2011, Spring 2012, spring 2012 - acreditation, Spring 2013, Spring 2014, Spring 2015, Spring 2016, spring 2018, Spring 2019, Spring 2020.
  • Enrolment Statistics (Spring 2017, recent)
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