Measure and Integration (G1070)

15 credits, Level 6

Autumn teaching

In this module, you cover:

  • countably additive measures, sigma-algebras, Borel sets, measure spaces
  • outer measures and Caratheodory's construction of measures
  • construction and properties of Lebesgue measure in Euclidean spaces
  • measurable and integrable functions, Lebesgue integration theory on measure spaces, L^p spaces and their properties
  • convergence theorems: monotone convergence, dominated convergence, Fatou's lemma
  • application of limit theorems to continuity and differentiability of integrals depending on a parameter
  • properties of finite measure spaces and probability theory.


100%: Lecture


20%: Coursework (Problem Set)
80%: Examination (Unseen examination)

Contact hours and workload

This module is 150 hours of work. This breaks down into 36 hours of contact time and 114 hours of independent study.

This module is running in the academic year 2017/18. We also plan to offer it in future academic years. It may become unavailable due to staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of such changes to modules at the earliest opportunity.


This module is offered on the following courses: