SECOND SEMESTER 2024-2025
06-01-2025
Course Handout - Part II
In addition to Part-I (General Handout for all courses appended to the time table), this portion gives further
specific details regarding the course.
Course No. : MATH F244
Course Title : Measure & Integration
Instructor-in-Charge : MANISH KUMAR
Instructors : MANISH KUMAR, Guru Charan A
1. Scope and Objective of the Course: The objective of this course is to give a comprehensive
and sound introduction to Lebesgue measure theory and integration. The concepts
of several notions of convergence and convergence theorems are also covered in this
course. The classical theory of Riemann integration has some obvious draw backs:
Firstly, the class of Riemann integrable functions is relatively small and secondly the
limiting operations often lead to insurmountable difficulties. In this course, the students
will be taught, how to resolve these problems in the case of Lebesgue measure theory.
2. Textbook:
H. L. Royden, P. M. Fitzpatrick, Real Analysis, 4th Edition, Pearson Education India, 2015.
3. Reference books
1. G. de Barra, Measure Theory and integration, New Age International Ltd, Delhi,
2003.
2. P.K. Jain, V.P. Gupta, P. Jain, Lebesgue Measure And Integration, New Age
International Ltd,
Delhi, 2nd ed., 2011.
3. Inder Kumar Rana : Introduction to Measure & Integration, Narosa, Delhi 1997.
4. Course Plan:
Lecture Chapter in the
Learning objectives Topics to be covered
No. Text Book
1-2 To make the students Length of an interval, 2.1-2.2
understand that it is Outer measure.
impossible to define a
measure for all subsets of
real numbers.
3 –5 To introduce the concepts of Lebesgue measurable 2.3 – 2.4
measurable sets and study sets and its properties,
the properties of Measurable Borel sets and their
sets measurability,
Approximation of
measurable sets.
6-7 To introduce Lebesgue Lebesgue measure and its 2.5
measure, study its properties, The Borel-
properties and introduce the Cantelli Lemma
idea of “almost
everywhere”.
8 To prove the existence of Non-measurable sets 2.6
non-measurable sets.
9-11 To define the Cantor set and The Cantor Set and the 2.7
show the existence of a non Cantor-Lebesgue Function
Borel subset of the Cantor
set
12-14 To study measurable Definition and properties 3.1
functions of measurable functions,
Operations on
measurable functions.
15-17 To study the measurability Pointwise limits and 3.2-3.3
of limits of sequence of simple approximation.
functions under various Littlewood's three
notions of convergence and principles, Egoroff's
then different theorem, and Lusin's
approximations of theorem
measurable functions. Proofs for Egoroff's
theorem, and Lusin's
theorem – Self study
18-23 To study the Lebesgue Review of Riemann 4.1-4.5
Integral in various forms and integral, Lebesgue
its properties. integral of a bounded
function and its
properties, Integrals of a
non-negative measurable
functions, General
Lebesgue integrals and its
properties
24-25 To give a characterization of Characterizations of 5.3
Riemann and Lebesgue Riemann and Lebesgue
integral functions Integrability
26-28 To study the concept of a Uniform integrability, The 4.6, 5.1
new notion of integrability, Vitali convergence
namely the uniform theorem, A general Vitali
integrability convergence theorem
29-30 To study a new notion of Convergence in Measure 5.2
convergence of sequence of
functions
31-37 To define differentiability Continuity of Monotone 6.1-6.5
and study the relationship Functions, Differentiability
between Integration and of Monotone Functions,
Differentiation Functions of Bounded
Variation, Absolutely
Continuous Functions,
Integrating Derivatives
38-40 To define L^p spaces and Youngs inequality, Holder 7.1-7.4
study its completeness inequality, Minikowski
property. inequality, and Reisz-
Fischer theorem
Approximations and
Separability – Self study
5. Evaluation Scheme:
EC Evaluation Duration Weightage* Date and Time Nature of
No. Component Component
1. Quiz 1 To be announced 5% To be announced Closed Book
2. Assignment 1 To be announced 10% To be announced Open Book
3. Mid-Semester Test 90 min 30% 04/03 4.00 - Closed Book
05.30PM
4. Quiz 2 To be announced 5% To be announced Closed Book
5. Assignment 2 To be announced 10% To be announced Open Book
6. Comprehensive 3 hours 40% 05/05AN Closed Book
Examination
Total Marks: 100
6. Chamber Consultation Hour:To be announced in the class.
7. Notices:All notices concerning this course will be displayed in LMS or through e-mail
only.
8. Make-up Policy:
Makeup will be given only for very genuine cases and prior permission has to be
obtained from the Instructor-in-charge.
9. Academic Honesty and Integrity Policy: Academic honesty and integrity are to be maintained by all the
students throughout the semester and no type of academic dishonesty is acceptable.
INSTRUCTOR-IN-CHARGE