Review of basic measure and integration theory. Signed and complex measures. Hahn and Jordan decompositions. The Radon-Nikodym theorem. Lebesgue decomposition. The Lebesgue-Stieltjes integral. Measure theory over locally compact Hausdorff spaces, in particular, the Riesz representation theorem and Haar measures. Hausdorff measure. Introduction to martingales. Prerequisite: One of MATH 417 or MATH 514, and MATH 447 or equivalent.
Review of basic measure and integration theory. Signed and complex measures. Hahn and Jordan decompositions. The Radon-Nikodym theorem. Lebesgue decomposition. The Lebesgue-Stieltjes integral. Measure theory over locally compact Hausdorff spaces, in particular, the Riesz representation theorem and Haar measures. Hausdorff measure. Introduction to martingales. Prerequisite: One of MATH 417 or MATH 514, and MATH 447 or equivalent.
