The students will understand the construction of Lebesgue measure and Lebesgue integral on real spaces, know how to
correctly apply basic theorems such as the dominated convergence theorem and Fubini’s theorem, and acquire basic
skills to analyze the behavior of real-valued functions on real spaces.
学生将理解实空间上 Lebesgue 测度与 Lebesgue 积分的构造,知道如何正确使用控制收敛定理与 Fubini 定理等基本定
理,并掌握分析实空间上实函数行为的基本技术。
The course covers the properties of real numbers, the construction of measure, measurable
functions, integration theory, the relation between differentiation and integration, and L^p spaces. It
comprises 24 lectures, with each lecture lasting 2 hours.
Topic 1: The construction of real numbers as the completion of rational numbers, cardinality of
sets, the topology of a complete metric space, Baire category theorem (4 lectures);
Topic 2: The construction of the Lebesgue measure on R^n, measurable sets and non-measurable
sets (3 lectures);
Topic 3: Measurable functions, almost everywhere convergence, convergence in measure, the
approximation of measurable functions (3 lectures);
Topic 4: Lebesgue integral, dominated convergence theorem, Fubini’s theorem, the relation
between Riemann integral and Lebesgue integral (4 lectures);
Topic 5: Differentiation of the integral, the Lebesgue differentiation theorem, differentiability of
functions, functions of bounded variation, absolutely continuous functions, the formula for
integration by parts, the change-of-variables theorem (5 lectures);
Topic 6: The theory of L^p spaces (4 lectures);
Review. (1 lecture)
本课程讲授实数的性质、实空间上测度的构造、可测函数、积分理论、微分与积分的关系,以及 L^p 空
间的理论,包括 24 次课,每次课 2 小时。
主题一:实数的构造,集合的序数,完备度量空间的拓扑,Baire 纲定理(4 次课);
主题二:Lebesgue 测度的构造,可测集与不可测集(3 次课):
主题三:可测函数,几乎处处收敛,依测度收敛,可测函数的逼近(3 次课);
主题四:Lebesgue 积分的构造,控制收敛定理,Fubini 定理,Riemann 积分与 Lebesgue 积分的关系(4 次