Subject 01
Abstract Measure Theory & Real Analysis
Official syllabus code: MIMUW 1000-135AM2
Measure theory rebuilt from the axioms: outer measures, signed measures, product structures, and the duality theory of the Lebesgue–Stieltjes integral.
A
Measure Foundations & Convergence
σ-Algebras, Outer Measures & Carathéodory Extension
Construct measures from outer measures, prove the Carathéodory extension theorem, and verify its uniqueness on the generated σ-algebra.
Measurable Functions & the Convergence Theorems
Characterize measurable functions and prove the Monotone Convergence Theorem together with Fatou's Lemma and the Dominated Convergence Theorem.
B
Products, Signed Measures & Duality
Product Measures, Fubini–Tonelli & Infinite-Dimensional Cylinders
Build product measures, prove the Fubini and Tonelli theorems, and extend the construction to infinite-dimensional cylinder σ-algebras.
Signed Measures, Hahn/Jordan Decompositions & Radon–Nikodym
Decompose signed measures via the Hahn and Jordan decompositions and prove the Radon–Nikodym theorem on the existence of densities.
Lebesgue–Stieltjes Integrals, Total Variation & Riesz Representation
Develop the Lebesgue–Stieltjes integral, master total variation as a norm, and prove the Riesz representation theorem for dual spaces.