| This course introduces Lebesgue measure and integration. After a
first part in which the elements of measure theory are given,
Lebesgue measure and integration on R^n are defined and studied.
The convolution integral is introduced as a conseguence of Fubini
-Tonelli theorems. The results on the exchange of limits and
integration and the key inequalities of Jensen, Hoelder,
Minkowski, Young and the interpolation inequality are proved. |
