Measurement theory (3V, 1Ü) Prof. Wachsmuth

Contents

In this course we deal with the theory of measurement and integration. Among other things, we deal with the topics

  • Set systems and algebras
  • Measures, Lebes' measure
  • definition of the Lebes integral, limit theorems

and limit theorems.

Associated module: 12963

Prior knowledge

Basic knowledge of analysis and linear algebra.

Examination

In order to take a module examination, an oral examination will take place after the lecture period.

Supplementary literature

The following books are a good supplement to the lecture, in particular they also contain many exercises and further material. Within the BTU Cottbus-Senftenberg they are partly available free of charge as e-books (see links) and partly available in the library.

  • Measure and Integral, Martin Brokate, Götz Kersting, Birkhäuser Basel, 2011, full text
  • Measure and Integration Theory, Jürgen Elstrodt, Springer Berin Heidelberg, 2018, full text