Measure and Integration
Photograph of Henri Léon Lebesgue (1875-1941), who laid the groundwork for modern measure theory and remade the theory of integration. (Courtesy of The MacTutor History of Mathematics Archive, University of St. Andrews.)
Prof. Jeff Viaclovsky
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This graduate-level course covers Lebesgue's integration theory with applications to analysis, including an introduction to convolution and the Fourier transform.
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Jeff Viaclovsky. 18.125 Measure and Integration. Fall 2003. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: Creative Commons BY-NC-SA.