Università Roma Tre

1. Abstract integration theory
Riemann integration theory. The concept of measurability. Step functions. Elementary properties of measures. Arithmetic in [0,∞]. Integration of positive functions. Integration of complex functions. Importance of sets
with null measure.
2. Positive Borel measures
Vector spaces. Topological preliminaries. Riesz representation theorem. Regularity properties of Borel measures. Lebesgue measure. Continuity properties of measurable functions.
3. L^p spaces
Inequalities and convex functions. L^p spaces. Approximation through continuous functions.
4. Basic theory of Hilbert spaces
Inner products and linear functionals. Dual space of L^2
5. Integration on product spaces
Measurability on cartesian products. Product measure. Fubini theorem.
6. Complex measures
Total variation. Absolute continuity. Radon-Nykodym theorem. Bounded linear functionals on L^p. The Riesz representation theorem.

"Analisi reale e complessa”, W. Rudin. Bollati Boringhieri.