250076 VO Measure and integration theory (2024W)
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Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
Details
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Wednesday 02.10. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 04.10. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 09.10. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 11.10. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 16.10. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 18.10. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 23.10. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 25.10. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 30.10. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 06.11. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 08.11. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 13.11. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 15.11. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 20.11. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 22.11. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 27.11. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 29.11. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- N Wednesday 04.12. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 06.12. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 11.12. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 13.12. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 08.01. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 10.01. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 15.01. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 17.01. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 22.01. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 24.01. 13:15 - 14:45 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
- Wednesday 29.01. 08:00 - 09:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 31.01. 13:15 - 14:45 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
Information
Aims, contents and method of the course
The theory of measure and integration belongs to the foundations of modern analysis, and provides the formal framework for probability theory. This course is the basis for several other courses in the MSc curriculum. It introduces/reviews central concepts and results (discussing in particular: existence, uniqueness, basic properties and examples of measures; the abstract Lebesgue integral, convergence theorems, spaces of integrable functions; product measures; measures with densities; applications to real analysis), and also discusses some more advanced topics (for example further relations to functional analysis, convergence of measures). Prior knowledge of Lebesgue integration is very useful but not strictly necessary. While there is some overlap at the start, this course goes well beyond the material discussed in the BSc course on "Integration und Stochastik", providing a deeper analysis of the basics and additional topics important for other courses. It is foundational for anyone planning to take further MSc courses on analysis, probability, ergodic theory or mathematical finance.
Assessment and permitted materials
exam
Minimum requirements and assessment criteria
Thorough understanding and a working knowledge of the core part of the material presented in the lectures is required for passing the exam.
Examination topics
the material presented in the lectures, including proofs of important results; a more detailed description of what exactly is expected in the exam will be made available during the lectures
Reading list
details will be provided during the lectures
Association in the course directory
MSTM
Last modified: Tu 12.11.2024 12:26