MA40042: Measure theory & integration
[Page last updated: 15 October 2020]
Academic Year:  2020/1 
Owning Department/School:  Department of Mathematical Sciences 
Credits:  6 [equivalent to 12 CATS credits] 
Notional Study Hours:  120 
Level:  Masters UG & PG (FHEQ level 7) 
Period: 
 Semester 1

Assessment Summary:  EX 100% 
Assessment Detail:  
Supplementary Assessment: 
 Likeforlike reassessment (where allowed by programme regulations)

Requisites: 
Before taking this module you must take MA20218

Description:  Aims: To lay the basic technical foundations and establish the main principles which underpin the classical notions of area, volume and the related idea of an integral. To familiarise students with measure as a tool in analysis, functional analysis and probability theory.
Learning Outcomes: On completing the course, students should be able to:
* demonstrate a good knowledge and understanding of the main results and techniques in measure theory;
* demonstrate an understanding of the Lebesgue Integral;
* quote and apply the main inequalities of measure theory in a wide range of contexts.
Skills: Numeracy T/F A
Problem Solving T/F A
Written and Spoken Communication F (in tutorials).
Content: Systems of measurable sets: σalgebras, πsystems, dsystems, Dynkin's Lemma, Borel σalgebras. Measure in the abstract: convergence properties, Uniqueness Lemma, Carathéodory's Theorem (statement). Lebesgue outer measure and measure on R^{n}. Measurable functions. MonotoneClass Theorem. Probability. Random variables. Independence. Integration of nonnegative and signed functions. MonotoneConvergence Theorem. Fatou's Lemma. DominatedConvergence Theorem. Expectation. Product measures. Tonelli's and Fubini's Theorem. RadonNikodým Theorem (statement). Inequalities of Jensen, Hölder, Minkowski. Completeness of L^{p}. 
Programme availability: 
MA40042 is Optional on the following programmes:
Department of Computer Science
 USCMAFM14 : MComp(Hons) Computer Science and Mathematics (Year 4)
 USCMAAM14 : MComp(Hons) Computer Science and Mathematics with Study year abroad (Year 5)
 USCMAKM14 : MComp(Hons) Computer Science and Mathematics with Year long work placement (Year 5)
Department of Economics
 UHESAFB04 : BSc(Hons) Economics and Mathematics (Year 3)
 UHESAAB04 : BSc(Hons) Economics and Mathematics with Study year abroad (Year 4)
 UHESAKB04 : BSc(Hons) Economics and Mathematics with Year long work placement (Year 4)
 UHESACB04 : BSc(Hons) Economics and Mathematics with Combined Placement and Study Abroad (Year 4)
Department of Mathematical Sciences
 RSMAAFM16 : Integrated PhD Statistical Applied Mathematics
 TSMAAFM17 : MRes Statistical Applied Mathematics
 TSMAAFM08 : MSc Modern Applications of Mathematics
 TSMAAFM16 : MSc Statistical Applied Mathematics
 USMAAFB15 : BSc(Hons) Mathematical Sciences (Year 3)
 USMAAAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 4)
 USMAAKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 4)
 USMAAFB13 : BSc(Hons) Mathematics (Year 3)
 USMAAAB14 : BSc(Hons) Mathematics with Study year abroad (Year 4)
 USMAAKB14 : BSc(Hons) Mathematics with Year long work placement (Year 4)
 USMAAFB01 : BSc(Hons) Mathematics and Statistics (Year 3)
 USMAAAB02 : BSc(Hons) Mathematics and Statistics with Study year abroad (Year 4)
 USMAAKB02 : BSc(Hons) Mathematics and Statistics with Year long work placement (Year 4)
 USMAAFB05 : BSc(Hons) Statistics (Year 3)
 USMAAAB06 : BSc(Hons) Statistics with Study year abroad (Year 4)
 USMAAKB06 : BSc(Hons) Statistics with Year long work placement (Year 4)
 USMAAFM14 : MMath(Hons) Mathematics (Year 3)
 USMAAFM14 : MMath(Hons) Mathematics (Year 4)
 USMAAAM15 : MMath(Hons) Mathematics with Study year abroad (Year 4)
 USMAAKM15 : MMath(Hons) Mathematics with Year long work placement (Year 4)
 USMAAKM15 : MMath(Hons) Mathematics with Year long work placement (Year 5)
Department of Physics
 USXXAFM01 : MSci(Hons) Mathematics and Physics (Year 4)
 USXXAAM01 : MSci(Hons) Mathematics and Physics with Study year abroad (Year 5)
 USXXAKM01 : MSci(Hons) Mathematics and Physics with Year long work placement (Year 5)
