Material for Preliminary Exam B ---
Analysis Section
1.
Measure Theory
·
Fields, s-Fields,
Additive Set Functions
·
Measures, Measure Extension Theorem
·
s-Algebras
of Borel and Lebesque Sets
·
Construction of non-Measurable Set
·
Lebesgue - Stieltjes Measures on R
2.
Convergence
·
Measurable Functions
·
Convergence in m
(measure)
·
Convergence Almost Everywhere (m - a.e. )
·
Almost Uniform Convergence - Egorov Theorem
3.
Integration
·
Simple Functions
·
Definition of ∫ f
dm
and Properties
·
Monotone Convergence, Fatou Lemma,
Lebesque Dominated Convergence
Theorem
·
Convergence in Lp(m)
4.
Signed Measures
·
Hahn-Jordan Decomposition
·
Radon-Nikodym Theorem/Applications
·
Lebesque Decomposition Theorem
5.
Product Measures
·
Construction of the Product Measure mxn
·
Fubini Theorem
REFERENCE
H.L. Royden, Real Analysis (or any other source addressing topics 1-5 with detailed proofs).