Hello, I will (try to) keep a list of topics we have covered each week here:
Week 1:
We have seen that it is not possible to measure all subsets of R^n.
Recalled Riemann integration and shortcomings of the Riemann Integral.
Defined sigma algebras and measure spaces. Proved simple properties of measures.
Week 2
Defined the outer measure on R^n and explored its properties.
Week 3
Defined measurable subsets and the Lebesgue measure. Proved that measurable subsets differ from
open subsets by arbitrary small measure.
Week 4
Proved regularity properties of the Lebesgue measure. Introduced the Cantor set. Showed that the Lebesgue sigma algebra has cardinality equal to P(R^n). Introduced elementary families and pre-measures.
