MATH-510 Analysis I

Course Topics

Lebesgue measure on R; measurable sets and their properties; measurable functions; Integral of
non-negative measurable functions, integrable functions; the main convergence theorems of
integration; Lebesgue integration and the fundamental theorem of calculus; the Lp spaces and the
Riesz Representation Theorem for bounded linear functional on Lp spaces (1 ≤ p < ∞)

Textbook Title: Real Analysis (Second Edition)

Author: H. L. Royden Publisher: Macmillan Publishing Co.

Bibliography of Suggested Texts

1. R.B. Ash, Real Analysis and Probability, Academic Press.

2. Robert Bartle, The Elements of Integration and Lebesgue Measure, John Wiley & Sons,

3. G. de Barra, Introduction to measure theory, van Nostrand. 1995.

4. H.S. Bear, A Primer of Lebesgue Integration, Academic Press, 1995.

5. C.W. Burrill, Measure, Integration and Probability, McGraw-Hill.

6. M. Capinski and E. Kopp, Measure, Integral and Probability, Springer (SUMS Series),
1999.
7. P.R. Halmos, Measure Theory, van Nostrand.

8. E.H. Lieb and M. Loss, Analysis, Second Edition, American mathematical Society, Graduate
Studies in Mathematics., Vol. 14, Providence, 2001. ISBN 0-8218-2783-9
9. W. Rudin, Principles of Mathematical Analysis, McGraw-Hill.

10. W. Rudin, Real and Complex Analysis, McGraw-Hill (highly recommended)

11. S.J. Taylor, Introduction to Measure and Integration, CUP.
12. R.L. Wheeden and Zygmund, Measure and Integral, Dekker Publishers, New York, 1977,
ISBN 0-8247-6499-4

Detailed Description and Estimated Lecture-hours Assignment

1 LEBESGUE MEASURE: ● Outer measure ● Lebesgue measurable sets ● Borel sets

. ● Non-measurable sets ● Measurable functions and their properties
2 LEBESGUE INTEGRAL: ● Simple functions ● Integral of a simple function ● Measurable
. functions as limits of simple functions ● Integral of a bounded function ● Integral of a
nonnegative function ● Integrable functions ● Convergence theorems
3 THE Lp SPACES: ● Definition and examples ● Holder and Minkowski inequalities ●
. Completeness ● Riesz Representation Theorem of a bounded linear functional on Lp
4 DIFFERENTIATION AND INTEGRATION: ● Functions of bounded variation ●
. Differentiation of an integral ● Absolutely continuous functions ● Characterization of
absolutely continuous functions as an indefinite integrals
Course Objectives

Real analysis is an enormous field of mathematics and rests on the properties of the real numbers
and the concepts of sets, functions, and limits. Real Analysis is a somewhat theoretical field and
has applications to many areas of mathematics. In general, it has applications to any setting where
one incorporates functions, ranging from harmonic analysis on Euclidean space to partial
differential equations on manifolds, from representation theory to number theory, from
probability theory to integral geometry, from ergodic theory to quantum mechanics. A study of
real analysis allows for an appreciation of the many interconnections with other mathematical
areas.

To be comfortable in a real analysis course, the student should have a good background in the
fundamentals of analysis, namely limits, principle theorems on continuous functions of a real
variable, and with Riemann integration. The background should also include knowledge of
elements of modern algebra as thought in the usual undergraduate curriculum. This background
material is the subject of Math 329, Math 111, and Math 261 at Kuwait University.

This course gives necessary materials for areas such as partial differential equations, probability
theory, approximation theory, and abstract analysis. The course main objectives are

1. Present a thorough and rigorous treatment of the construction of Lebesgue measure on R (the
real numbers).
2. Show how the theory of Lebesgue measure leads to the Lebesgue integral on R, and discuss
and establish the properties of the Lebesgue integral including the limit theorems of
integration.
3. Discuss the validity of the fundamental theorem of calculus, in both of its forms, in relation
to the Lebesgue integration. That is, in what sense is Differentiation and Lebesgue
integration are inverse processes.
4. Introduce the Lp spaces, establish some of their basic properties, and present, with proof, the
Riesz Representation Theorem for bounded linear functional on Lp spaces (1 ≤ p < ∞).

Homework and Computer Usage

Homework is an essential tool to aid in learning the details of the course topics. The instructor
assigns homework on a regular basis and may provide handouts of supplementary exercises,
where the student is asked to solve both theoretical and computational problems. The instructor
may collect homework for grading and evaluation; however, the students always have the
opportunity to discuss homework problems with the instructor during office hours.

Assessment Method

1. Midterm exams % up to the instructor

2. Comprehensive final exam 40%
Total 100%
Learning Outcomes

Upon completion of this course, the student should be able to

1. Describe at least one approach to the construction of Lebesgue measure.

2. Recognize the existence of non-measurable sets.
3. Demonstrate understanding of the notion and properties of measurable functions on R.

4. Describe at least one approach to the construction of the Lebesgue integral of a

measurable function.
5. Know the principal theorems as treated and their proofs.

6. Use the principal theorems in the investigation of examples and manipulation of

integrals.
7. Prove reasonably simple unseen propositions concerning Lebesgue measure and
integration.
8. Appreciate the elegance and power of Lebesgue integration; and how it overcomes
difficulties encountered with Riemann integration.
9. Define the classical Lp spaces (1 ≤ p ≤ ∞) and the corresponding norms.

10. Demonstrate knowledge of the basic properties of the Lp spaces.

11. State and prove the the Riesz Representation Theorem for bounded linear functional on
Lp spaces (1 ≤ p < ∞).
12. Prove simple unseen propositions concerning Lp spaces.
13. Demonstrate knowledge of the notions and properties of functions of bounded variation,
and absolutely continuous functions.
14. State the conditions under which differentiation and Lebesgue integration become inverse
processes.