Descriptif

Prerequisite: MAA202
MAA301 is devoted to the modern theory of integration. After first constructing the Lebesgue integral, and explaining how it improves the Riemann integral, a major part of the course will be devoted to discovering the power and ease of use of this tool.
Applications in probability theory will then be briefly described. The course will finally provide an introduction to Lebesgue spaces and the Fourier transform, in order to demonstrate the usefulness of the theory for applications in physics and economics.