36-752, Spring 2018
Class Schedule | ||||

Date | Lecture Topic | Readings | Scribe Notes | Notes |
---|---|---|---|---|

Jan 16, T | No class | |||

Jan 18, R | No class | |||

Jan 23, T | No class | |||

Jan 25, R | No class | |||

Jan 30, T | Course overview. Basic Set Theoretic Concepts. Sigma-fields. | Lecture notes: Set 1 | Natalia | |

Feb 1, R | Measure. Sigma-Finiteness. Continuity of measure. Uniqueness (pi-lamba theorem) | Lecture notes: Set 1 | Riccardo |
Here is an example of a non-measurable set. From Billingsley, page 45. HW1 is out. |

Feb 6, T | Carathedory extension thorem. Measures from distribution functions. Measurable functions and random variables. | Lecture notes: Set 2 | Ron | |

Feb 8, R | Measurable functions and random variables. Integration. | Lecture notes: Set 3 | ||

Feb 13, T | Integral. Fatou's Lemma and Monotone Convergence Theorem. | Lecture notes: Set 3 | To compare the Lebesgue vs Riemann integral, see, e.g., this excerpt from the book "Mathematical Analysis", by Apostol, Addison Wesley (1981) | |

Feb 15, R | Dominated convergence theorem. Densities. Product Measure. | Lecture notes: Set 3 and 4 | HW2 is out. |

The scribe latex template is available here.

Sign up here.