Math 8100 - Real Analysis - Fall 2008

(Click here for Math 8105)


Instructor: 
Office:
E-mail:
Neil Lyall
Boyd GSRC 602A
"my last name"@math.uga.edu
Time/Location:
Problem Session (8105):
Office Hours:
TR 11:00-12:15 Boyd 326
W 2:30-3:30 Boyd 326
TR 12:15-1:00 & W 5:00-6:00







Principal TextbookMeasure and Integral, by R. L. Wheeden and A. Zygmund
    (Secondary Textbook: Real Analysis, by E. M. Stein and R. Shakarchi)
 

Syllabus:   We will cover chapters 3-10, and some additional topics


Handouts: may have appeared here, but didn't

Homework/Exams:
Homework will be assigned regularly

Midterm Exam 1:  Tuesday the 7th of October (in class)

Midterm Exam 2:  Tuesday the 18th of November (in class)

Final Exam:          Thursday the 11th of December (12:00-3:00)



Grading:  
Homework: 30% (challenge questions 5%)     


Midterms: 20% (each)       


Final: 30%



Homework

(Challenge problems can be obtained here, this link will be continually updated as more problems are added)

Homework 1          (Due Thursday the 4th of September)                             
Homework 2          (Due Thursday the 11th of September)
Homework 3          (Due Thursday the 18th of September)
Homework 4          (Due Thursday the 25th of September)
Homework 5          (Due Thursday the 2nd of October)


Homework 6          (Due Thursday the 16th of October)
Homework 7          (Due Thursday the 23rd of October)
Homework 8          (Due Thursday the 30th of October)
Homework 9          (Due Thursday the 13th of November)
Homework 10        (Due Thursday the 4th of December)



Approximate Lecture Schedule


Preliminaries
1 Week


The Riemann integral and its limitations
Can we assign a "measure" to all subsets of the real line?


(Whitney's) decomposition theorm for open sets
The Cantor set & Cantor-Lebesgue function

Lebesgue Measurable Sets
2 Weeks


Lebesgue outer measure and its properties
Definition of Lebesgue measurable sets and their Lebesgue measure





The measurable sets form a sigma-algebra
Corollary: F-sigma and G-delta set characterization of measurability
Lebesgue measure (on the measurable sets) is countably-additive
Corollary: Behaviour of monotone sequences of sets
Invariance properties of Lebesgue measure
Linear transformations acting on measurable sets (quantitative effect)
The difference set of a set of positive measure contains an interval
Corollary: Non-measurable sets (revisited)


Lebesgue Measurable Functions
 
2 Weeks


Properties of measurable functions
Littlewood's three principles:
(i) A measurable set is nearly an open set
(ii) A measurable function is nearly a continuous function (Lusin's theorem)
(iii) A convergent seq of measurable functions is nearly uniformly convergent (Egorov's theorem)



Convergence in measure
Egorov's Theorem
Approximation by simple functions
Lusin's Theorem

The Lebesgue Integral
 
3 Weeks

The integral of non-negative functions: Basic properties

The integral of non-negative functions: Convergence theorems
The integral of arbitrary measurable functions
The space of integrable functions is a Banach space
Different modes of convergence
EXAM 1
Continuous functions with compact support are dense in L^1
Invariance properties of the Lebesgue integral
Comparison with the Riemann integral
(Lebesgue's) Criterion for Riemann integrability

Repeated Integration
 
1.5 Weeks

Fubini's theorem & Tonelli's theorem

Convolutions and the Fourier Transform

Differentiation
  1.5 Weeks

Lebesgue differentiation theorem
Hardy-Littlewood maximal function theorem


Extensions and generalizations
Indefinite integrals and absolute continuity
(at the moment statements only?)


L^p Spaces
  1 Week


Banach space properties of L^p spaces


Further properties of L^p spaces

Hilbert Spaces
  2 Weeks

Inner products
Closed subspaces & orthogonal projections

Linear functionals, dual spaces
Riesz representation theorem (Hilbert spaces only)
EXAM 2
Orthogonality and Fourier series

Abstract Integration
  1 Week

Abstract measure and integration

Radon-Nikodym theorem