This is a course on the concepts of Measure and Integration. Normally, this is a core course for M,.Sc. Mathematics and Statistics students. The concepts find applications in advance Analysis Courses, Signal Processing, Financial Mathematics courses.

INTENDED AUDIENCE : B.Tech Dual degree in Electrical, M.Sc. Physics, mathematics

PREREQUISITES : Basic Course in Real Analysis

Week 1

Lecture 1A Introduction, Extended Real Numbers

Lecture 1B Introduction, Extended Real Numbers

Lecture 2A Algebra and Sigma Algebra of Subsets of a Set

Lecture 2B Algebra and Sigma Algebra of Subsets of a Set

Lecture 3A Sigma Algebra generated by a Class

Lecture 3B Sigma Algebra generated by a Class

Week 2

Lecture 4A Monotone Class

Lecture 4B Monotone Class

Lecture 5A Set Functions

Lecture 5B Set Functions

Lecture 6A The Length Function and its Properties

Lecture 6B The Length Function and its Properties

Week 3

Lecture 7A Countably Additive Set Functions on Intervals

Lecture 7B Countably Additive Set Functions on Intervals

Lecture 8A Uniqueness Problem for Measure

Lecture 8B Uniqueness Problem for Measure

Week 4

Lecture 9A Extension of Measure

Lecture 9B Extension of Measure

Lecture 10A Outer Measure and its Properties

Lecture 10B Outer Measure and its Properties

Lecture 11A Measurable Sets

Lecture 11B Measurable Sets

Week 5

Lecture 12A Lebesgue Measure and its Properties

Lecture 12B Lebesgue Measure and its Properties

Lecture 13A Characterization of Lebesgue Measurable Sets

Lecture 13B Characterization of Lebesgue Measurable Sets

Week 6

Lecture 14A Measurable Functions

Lecture 14B Measurable Functions

Lecture 15A Properties of Measurable Functions

Lecture 15B Properties of Measurable Functions

Lecture 16A Measurable Functions on Measure Spaces

Lecture 16B Measurable Functions on Measure Spaces

Week 7

Lecture 17A Integral of Nonnegative Simple Measurable Functions

Lecture 17B Integral of Nonnegative Simple Measurable Functions

Lecture 18A Properties of Nonnegative Simple Measurable Functions

Lecture 18B Properties of Nonnegative Simple Measurable Functions

Lecture 19A Monotone Convergence Theorem and Fatou's Lemma

Lecture 19B Monotone Convergence Theorem and Fatou's Lemma

Week 8

Lecture 20A Properties of Integrable Functions and Dominated Convergence Theorem

Lecture 20B Properties of Integrable Functions and Dominated Convergence Theorem

Lecture 21A Dominated Convergence Theorem and Applications

Lecture 21B Dominated Convergence Theorem and Applications

Week 9

Lecture 22A Lebesgue Integral and its Properties

Lecture 22B Lebesgue Integral and its Properties

Lecture 23A Product Measure, an Introduction

Lecture 23B Product Measure, an Introduction

Lecture 24A Construction of Product Measures

Lecture 24B Construction of Product Measures

Week 10

Lecture 25A Computation of Product Measure - I

Lecture 25B Computation of Product Measure - I

Lecture 26A Computation of Product Measure - II

Lecture 26B Computation of Product Measure - II

Week 11

Lecture 27A Integration on Product Spaces

Lecture 27B Integration on Product Spaces

Lecture 28A Fubini's Theorems

Lecture 28B Fubini's Theorems

Week 12

Lecture 29A Lebesgue Measure and Integral on R2

Lecture 29B Lebesgue Measure and Integral on R2

Lecture 30A Properties of Lebesgue Measure on R2

Lecture 30B Properties of Lebesgue Measure on R2

Lecture 31A Lebesgue Integral on R2

Lecture 31B Lebesgue Integral on R2

An introduction to Measure and Integration – Inder K Rana, Narosa Publishers

I am Emeritus Fellow at Department of Mathematics, IIT Bombay. I have taught couses at B.Tech, M.Sc., and Ph.D level for the last 34 years.

The course is free to enroll and learn from. But if you want a certificate, you have to register and write the proctored exam conducted by us in person at any of the designated exam centres.

The exam is optional for a fee of Rs 1000/- (Rupees one thousand only).

Date and Time of Exams: **23 October 2021** Morning session 9am to 12 noon; Afternoon Session 2pm to 5pm.

Registration url: Announcements will be made when the registration form is open for registrations.

The online registration form has to be filled and the certification exam fee needs to be paid. More details will be made available when the exam registration form is published. If there are any changes, it will be mentioned then.

Please check the form for more details on the cities where the exams will be held, the conditions you agree to when you fill the form etc.

Average assignment score = 25% of average of best 8 assignments out of the total 12 assignments given in the course.

Exam score = 75% of the proctored certification exam score out of 100

Final score = Average assignment score + Exam score

Certificate will have your name, photograph and the score in the final exam with the breakup.It will have the logos of NPTEL and IIT Bombay. It will be e-verifiable at nptel.ac.in/noc.

Only the e-certificate will be made available. Hard copies will not be dispatched.

Once again, thanks for your interest in our online courses and certification. Happy learning.

- NPTEL team

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