This repository contains comprehensive lecture notes for a Real Analysis course, covering topics such as set theory, measure theory, Lebesgue measurability, and Lebesgue integration in
These notes were created based on a Real Analysis course at Ocean University of China. The content is designed for a 3-hour weekly course format and provides in-depth coverage of real analysis concepts. Please note that due to its specialized organization, these materials are not recommended for first-time learners of the subject. Also, to make the structure of real analysis much better, some part of materials that are not in the course would be put in.
The notes are organized into the following chapters:
- Fundemantal Set Theory - Foundational concepts and theorems in set theory
- Lebesgue Measure - Introduction to measure theory and Lebesgue measure
- Measurable Functions - Properties and operations of measurable functions
- Lebesgue Integration - Theory and applications of Lebesgue integration
| Section Number | Section Name | Status |
|---|---|---|
| 1.1 | Set Operations | ✅ |
| 1.2 | Set Equivalence | ✅ |
| 1.3 | Set Cardinality | ✅ |
| 1.4 | Metric Space | ✅ |
| 1.5 | Open Set, Closed Set and their Constructions | ✅ |
| 1.6 | Cantor Set | ✅ |
| 2.1 | Outer Measure | ✅ |
| 2.2 | Measurable Set and Measure | ✅ |
| 2.3 | Measurable Set Class | ✅ |
| 2.4 | Non-measurable Set | ✅ |
| 2.5 | Product Measure | ✅ |
| 3.1 | Measurable Function: Definition and Properties | ✅ |
| 3.2 | Measurable Function: Convergence | ✅ |
| 3.3 | Measurable Function: Continuous | ✅ |
| 4.1 | Lebesgue Integral: Non-negative Measurable Function | ✅ |
| 4.2 | Lebesgue Integral: All Measurable Function | ✅ |
| 4.3 | Lebesgue Integral and Riemann Integral | ✅ |
| 4.4 | Multiple Integral and Repeated Integral | ✅ |
| 5 | Tutorials | ❇️ |
Notice that the whole notes is written in Chinese, the content might have some translation mistakes.
Status Symbol Meanings:
| Status | Symbol |
|---|---|
| ❎ | Not started yet |
| ❇️ | Partially finished |
| ✅ | Already finished |
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