Math 535 (Real Analysis). Fall 2022
Instructor:
Steve Krone
Office: 421 Brink
Email: krone@uidaho.edu
Office Hours: by appointment.
Class Time: MWF 11:30 - 12:20
Place: 315 McClure
Prerequisite: Advanced Calculus
Text: E. Lieb and M. Loss, Analysis, 2nd ed.,
AMS
This is a graduate course in measure theory and integration, together
with important topics in analysis. This subject is essential
to any serious study of probability, differential equations,
functional analysis, ergodic theory, and fractals. In addition to the
development of a "grown-up" theory of integration, the book by Lieb and
Loss provides a wonderful account of how analysis is actually used in
practice. It goes beyond the usual development of mathematical theory
for its own sake and let's you see the theory in action.
Grades will be based on homework (30%), a midterm exam (30%), and
a final exam (40%).
Midterm Exam: Fri, Oct 7
Final Exam: Mon, Dec 12, 10:15-12:15
Rough Course Outline:
- Introduction and motivation, including Lebesgue's idea for constructing
integrals of highly discontinuous functions.
- Measurable sets, sigma-fields, measures and outer measures,
construction of Lebesgue measure on Rn.
- Measurable functions, almost everywhere convergence and convergence
in measure.
- Lebesgue integral of a function with respect to a measure,
properties of integrals, comparison of Riemann and Lebesgue integrals,
product measures and Fubini's theorem, convergence of integrals.
- Lp spaces, convergence in Lp, dual spaces,
Holder's inequality, convolution.
- Fourier transforms.
- Distributions, weak derivatives and weak solutions of differential
equations.
- Other topics from real analysis and applications.
Some other texts on real analysis:
- A. Friedman, Foundations of Modern Analysis
- R. Wheeden and A. Zygmund, Measure and Integral
- H.L. Royden, Real Analysis
- W. Rudin, Real and Complex Analysis
- Bruckner, Bruckner and Thomson, Real Analysis