Real Analysis Class Notes
Real Analysis, 4th Edition, H. L. Royden and P.M. Fitzpatrick.
Copies of the classnotes are on the internet in PDF format as given below. The "Proofs of Theorems" files were prepared in Beamer. The "Printout of Proofs" are printable PDF files of the Beamer slides without the pauses.
III. Measure and Integration: General Theory.
17. General Measure Spaces: Their Properties and Construction.
18. Integration Over General Measure Spaces.
19. General Lp Spaces: Completeness, Duality, and Weak Convergence.
20. The Construction of Particular Measures.
- 20.1. Product Measures: The Theorems of Fubini and Tonelli. Section 20.1 notes
- 20.2. Lebesgue Measure on Euclidean Space ℝn. Section 20.2 notes
- 20.3. Cumulative Distribution Functions and Borel Measures on ℝ. Section 20.3 notes (Includes the definition of the Lebesgue-Stieltjes integral.)
- 20.4. Caratheodory Outer Measures and Hausdorff Measures on a Metric Space. Section 20.4 notes
- Study Guide 20.
21. Measure and Topology.
- 21.1. Locally Compact Topological Spaces.
- 21.2. Separating Sets and Extending Functions.
- 21.3. The Construction of Radon Measure.
- 21.4. The Representation of Positive Linear Functionals on CC(X): The Riesz-Markov Theorem.
- 21.5. The Riesz Representation Theorem for the Dual of C(X).
- 21.6. Regularity Properties of Baire Measures.
- Study Guide 21.
22. Invariant Measures.
- 22.1. Topological Groups: The General Linear Group. Section 22.1 notes
- 22.2. Kakutani's Fixed Point Theorem.
- 22.3. Invariant Borel Measures on Compact Groups: von Neumann's Theorem.
- 22.4. Measure Preserving Transformations and Ergocity: The Bogoliubov-Krilov Theorem.
- Study Guide 22.
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