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Lecture# Measure Spaces: Integration and Inequalities

Description

This lecture covers measure spaces, integration on general measure spaces, absolute continuity, Radon-Nikodym property, and inequalities such as Jensen, Hölder, and Minkowski. It also discusses LP spaces for general exponents and the completeness of LP spaces. The lecture concludes with the proof of completeness of LP spaces and the construction of a Banach space. The content is presented through the analysis of text extracted from lecture slides.

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Related concepts (245)

MATH-432: Probability theory

The course is based on Durrett's text book
Probability: Theory and Examples.

It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.

It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.

A mathematical proof is a deductive argument for a mathematical statement, showing that the stated assumptions logically guarantee the conclusion. The argument may use other previously established statements, such as theorems; but every proof can, in principle, be constructed using only certain basic or original assumptions known as axioms, along with the accepted rules of inference. Proofs are examples of exhaustive deductive reasoning which establish logical certainty, to be distinguished from empirical arguments or non-exhaustive inductive reasoning which establish "reasonable expectation".

Waw ( "hook") is the sixth letter of the Semitic abjads, including Phoenician wāw , Aramaic waw , Hebrew vav ו, Syriac waw ܘ and Arabic wāw و (sixth in abjadi order; 27th in modern Arabic order). It represents the consonant w in classical Hebrew, and v in modern Hebrew, as well as the vowels u and o. In text with niqqud, a dot is added to the left or on top of the letter to indicate, respectively, the two vowel pronunciations. It is the origin of Greek Ϝ (digamma) and Υ (upsilon), Cyrillic У, Latin F and V and later Y, and the derived Latin- or Roman-alphabet letters U, and W.

In mathematics and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the of any measurable set is measurable. This is in direct analogy to the definition that a continuous function between topological spaces preserves the topological structure: the preimage of any open set is open. In real analysis, measurable functions are used in the definition of the Lebesgue integral.

Proof theory is a major branch of mathematical logic and theoretical computer science within which proofs are treated as formal mathematical objects, facilitating their analysis by mathematical techniques. Proofs are typically presented as inductively-defined data structures such as lists, boxed lists, or trees, which are constructed according to the axioms and rules of inference of a given logical system. Consequently, proof theory is syntactic in nature, in contrast to model theory, which is semantic in nature.

In mathematics, more specifically in functional analysis, a Banach space (pronounced ˈbanax) is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vectors and is complete in the sense that a Cauchy sequence of vectors always converges to a well-defined limit that is within the space. Banach spaces are named after the Polish mathematician Stefan Banach, who introduced this concept and studied it systematically in 1920–1922 along with Hans Hahn and Eduard Helly.

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