Real Analysis II

Catalog description

Measure and integration on locally compact spaces: Radon measures, the Riesz Representation Theorem. Signed measures and differentiation: Lebesgue decomposition, Radon-Nikodym theorem, Differentiation of measures. Some topics on Probability (e.g., probability measures, the Central Limit Theorem, the Law of Large Numbers) or on Harmonic analysis groups, depending on the interests of students in class