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Programme & Unit Catalogues

## MA40042: Measure theory & integration

Owning Department/School: Department of Mathematical Sciences
Credits: 6
Level: Masters UG & PG (FHEQ level 7)
Period: Semester 1
Assessment: EX 100%
Supplementary Assessment: MA40042 Mandatory extra work (where allowed by programme regulations)
Requisites: Before taking this unit you must take MA20218 and take MA20219
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: σ-algebras, π-systems, d-systems, Dynkin's Lemma, Borel σ-algebras. Measure in the abstract: convergence properties, Uniqueness Lemma, Carathéodory's Theorem (statement). Lebesgue outer measure and measure on Rn. Measurable functions. Monotone-Class Theorem. Probability. Random variables. Independence. Integration of non-negative and signed functions. Monotone-Convergence Theorem. Fatou's Lemma. Dominated-Convergence Theorem. Expectation. Product measures. Tonelli's and Fubini's Theorem. Radon-Nikodým Theorem (statement). Inequalities of Jensen, Hölder, Minkowski. Completeness of Lp.
Programme availability:

#### MA40042 is Optional on the following programmes:

Department of Computer Science
• USCM-AFM14 : MComp (hons) Computer Science and Mathematics (Full-time) - Year 4
• USCM-AKM14 : MComp (hons) Computer Science and Mathematics with Industrial Placement (Full-time with Thick Sandwich Placement) - Year 5
• USCM-AAM14 : MComp (hons) Computer Science and Mathematics with Study Year Abroad (Full-time with Study Year Abroad) - Year 5
Department of Mathematical Sciences
• USMA-AFB15 : BSc (hons) Mathematical Sciences (Full-time) - Year 3
• USMA-AKB16 : BSc (hons) Mathematical Sciences (Full-time with Thick Sandwich Placement) - Year 4
• USMA-AAB16 : BSc (hons) Mathematical Sciences with Study Year Abroad (Full-time with Study Year Abroad) - Year 4
• USMA-AFB13 : BSc (hons) Mathematics (Full-time) - Year 3
• USMA-AKB14 : BSc (hons) Mathematics (Full-time with Thick Sandwich Placement) - Year 4
• USMA-AFB01 : BSc (hons) Mathematics and Statistics (Full-time) - Year 3
• USMA-AKB02 : BSc (hons) Mathematics and Statistics (Full-time with Thick Sandwich Placement) - Year 4
• USMA-AAB02 : BSc (hons) Mathematics and Statistics with Study Year Abroad (Full-time with Study Year Abroad) - Year 4
• USMA-AAB14 : BSc (hons) Mathematics with Study Year Abroad (Full-time with Study Year Abroad) - Year 4
• USMA-AFB05 : BSc (hons) Statistics (Full-time) - Year 3
• USMA-AKB06 : BSc (hons) Statistics (Full-time with Thick Sandwich Placement) - Year 4
• USMA-AAB06 : BSc (hons) Statistics with Study Year Abroad (Full-time with Study Year Abroad) - Year 4
• USMA-AFM14 : MMath Mathematics (Full-time) - Year 3
• USMA-AFM14 : MMath Mathematics (Full-time) - Year 4
• USMA-AAM15 : MMath Mathematics with Study Year Abroad (Full-time with Study Year Abroad) - Year 4
• TSMA-AFM09 : MSc Mathematical Sciences (Full-time) - Year 1
• TSMA-APM09 : MSc Mathematical Sciences (Part-time) - Year 1
• TSMA-APM09 : MSc Mathematical Sciences (Part-time) - Year 2
• TSMA-AFM08 : MSc Modern Applications of Mathematics (Full-time) - Year 1
• TSMA-AFL02 : PG Dip Modern Applications of Mathematics (Full-time) - Year 1
Department of Physics
• USXX-AFM01 : MSci (hons) Mathematics and Physics (Full-time) - Year 4

Notes:
* This unit catalogue is applicable for the 2012/13 academic year only. Students continuing their studies into 2013/14 and beyond should not assume that this unit will be available in future years in the format displayed here for 2012/13.
* Programmes and units are subject to change at any time, in accordance with normal University procedures.
* Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.