18.125 Measure and Integration (Fall 2003) — Lecture Notes
by Jeff Viaclovsky · MIT OpenCourseWare
Lecture notes from MIT's graduate measure and integration course. Lectures 6–9 construct Lebesgue measure on R^n via outer measure and the Carathéodory criterion; later lectures cover real-valued measurable functions, operations on them, and their limits before building the integral.
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