18.125. Measure Theory and Analysis.
Spring 2019, MW 9:30-11 in 2-142.

GENERAL INFORMATION.
This course will cover fundamentals of measure theory with applications in probability theory.

ADMINISTRATION.
Please include "18.125" in the subject line of all emails.
Instructor: Nike Sun (nsun at mit dot edu).
Office hours: TBA.

REFERENCES. References marked * are available electronically through libraries.mit.edu.
[online] T. Tao, An Introduction to Measure Theory. AMS, 2011.
[online] *D. W. Stroock, Essentials of Integration Theory for Analysis. Springer, 2011.

SCHEDULE.

  • Lecture 1 (02/06) Introduction.