the measure theoretic integral (in particular, the N-dimensional
Lebesgue integral;
convergence theorems;
prodduct measures;
absolute continuity;
signed measures;
the Lebesgue-Stieltjes integral.
Textbooks
I won't require any particular textbook, but
D. L. Cohn, Measure Theore, Second Edition. Birkhäuser, 2013
is highly recommended. Othere books you may find useful to look into are:
C. D. Aliprantis and O. Burkinshaw, Principles of Real Analysis,
Third Edition. Academic Press, 1998;
H. L. Royden and P. M. Fitzpatrick, Real Analysis, Fourth
Edition. Prentice Hall, 2010;
T. Tao, An Introduction to Measure Theory. American Mathematical
Society, 2011.
Grading
The grade will be based on (approximately) weekly homework assignments (30%),
an in-class-midterm on February 13 (20%), and a final (50%). A total mark of
50% will yield a letter grade of D or better, and a total mark of 90% will
result in a grade of A or better.