Course info

For generalization of Riemann Integrals of real valued functions over closed Intervals to real valued functions over arbitrary subsets of R, we need to extend the concept of 'length of an interval' to a similar 'measure of subsets of real numbers'. This is the motivation for introducing the concept 'measure'. In Measure Theory course we learn the concepts outer measure, measurable sets, measures, measurable functions, integrable functions, Lebesgue integrals, General measurable functions, integrals of general measurable functions, product measures etc.