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This entry is from Winter semester 2021/22 and might be obsolete. You can find a current equivalent here.
Measure and Integration Theory
(dt. Maß- und Integrationstheorie)
Level, degree of commitment | Advanced module, depends on importing study program |
Forms of teaching and learning, workload |
Lecture (2 SWS), recitation class (2 SWS) or
lecture (3 SWS), recitation class (1 SWS), 180 hours (60 h attendance, 120 h private study) |
Credit points, formal requirements |
6 CP Course requirement(s): Successful completion of at least 50 percent of the points from the weekly exercises. Examination type: Written or oral examination |
Language, Grading |
German,The grading is done with 0 to 15 points according to the examination regulations for the degree program B.Sc. Business Mathematics. |
Subject, Origin | Mathematics, B.Sc. Business Mathematics |
Duration, frequency |
One semester, each summer semester |
Person in charge of the module's outline | Prof. Dr. Ilka Agricola, Prof. Dr. Pablo Ramacher, Prof. Dr. Hajo Holzmann |
Contents
Measure theory
- Set systems, functions on sets, measures
- Extension of a measure according to Carathéodory
- Lebesgue measure on R^n
- Probability distributions on R
Integration theory
- Measurable maps
- Integration with respect to general measures
- Convergence theorems
- Product measures, Fubini's Theorem
- The Banach space L_1
Qualification Goals
The students shall
- learn the abstract concepts of measure and of integration, which are necessary as a basis for an advanced study of stochastics and analysis,
- practice mathematical working methods (development of mathematical intuition and its formal justification, training of the ability to abstract, proof techniques),
- improve their oral communication skills in the exercises by practicing free speech in front of an audience and during discussions.
Prerequisites
None. The competences taught in the following modules are recommended: either Foundations of Mathematics and Linear Algebra I and Linear Algebra II or Basic Linear Algebra, either Analysis I and Analysis II or Basic Real Analysis.
Recommended Reading
- Elstrodt, J.: Maß- und Integrationstheorie, Springer 1996.
Please note:
This page describes a module according to the latest valid module guide in Winter semester 2021/22. Most rules valid for a module are not covered by the examination regulations and can therefore be updated on a semesterly basis. The following versions are available in the online module guide:
- Winter 2016/17
- Summer 2018
- Winter 2018/19
- Winter 2019/20
- Winter 2020/21
- Summer 2021
- Winter 2021/22
- Winter 2022/23
- Winter 2023/24
The module guide contains all modules, independent of the current event offer. Please compare the current course catalogue in Marvin.
The information in this online module guide was created automatically. Legally binding is only the information in the examination regulations (Prüfungsordnung). If you notice any discrepancies or errors, we would be grateful for any advice.