Lecture

Lebesgue Integral: Comparison with Riemann

In course

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Description

This lecture discusses the comparison between Lebesgue and Riemann integrals, showing that when the Riemann integral exists, it is the same as the Lebesgue integral. The instructor explains the concept through various examples and theorems, such as Fubini's theorem and the Tonelli theorem. The lecture also covers the practical application of exchanging the order of integration and computing integrals in different scenarios.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_r7awiaa2

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Ontological neighbourhood

Mathematics

Analysis: Measure theory, Vector analysis, Calculus

Geometry: Euclidean geometry

Statistics

Statistical inference: Mathematical statistics

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