Course description: This course provides an introduction
into the Lebesgue theory of real functions and measures.
Topics:
Topological and measurable spaces. The abstract theory of measurable
sets and functions, integration.
Borel measures, linear functionals, the Riesz theorem.
Bounded variation and absolute continuity. The Lebesgue-Radon--Nikodym
theorem.
The maximal theorem. Differentiation of measures and functions. Density. Haar measure.
(if
time permits)