MATS113 Advanced Measure Theory (5 cr)

Basics about Borel and Souslin sets, measurable choices and partitions, conditional measures, disintegration of measures and ergodic theorems. Other possible topics include Egoroff and Lusin theorems, extensions of measures, weak convergence and Prokhorov theorem.

Depending on the audience the course will be lectured either in Finnish or in English.

After the course students are expected to understand the basics of Borel and Souslin sets and conditional measures and to be able to prove and apply measurable selection and disintegration theorems.

Measure and integration theory 1 and 2

The courses Real analysis and Functional analysis will be useful.

lecture notes