Measure and Integration (G1070)

15 credits, Level 6

Autumn teaching

This module provides a rigorous introduction to measure theory and Lebesgue integration. We will study measures and their properties, learn to construct measures from outer measures using Caratheodory's method, and construct the Lebesgue measure on the line. We will then develop the powerful concept of Lebesgue integral and make the use of it by mastering convergence theorems. The last part of the module gives an introduction to L^p spaces.


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 33 hours of contact time and 117 hours of independent study.

This module is running in the academic year 2019/20. 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.