Lecture

Lebesgue Integral: Definition and Properties

Description

This lecture introduces the Lebesgue integral, a powerful concept in measure theory. It explains how Lebesgue allowed functions to choose their own partition, leading to measurable sets. The integral calculation involves assigning measures to sets, highlighting the complexity of non-measurable sets. The lecture covers the definition of o-algebras and measures, as well as the properties of Lebesgue integrals, including monotone convergence and dominated convergence theorems.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.