2023 MATH3969/4069 – Assessable Content

DEFINITIONS
You should know the definitions of the following terms:

σ-algebra Almost everywhere

σ-algebra generated by a set Integrable function
Borel σ-algebra
Measure with a density
Measure
Borel measure Lp and Lp spaces
Dirac measure Essential supremum
Counting measure L∞ and L∞ spaces
Countable additivity
Countable subadditivity Translation
Outer measure Convolution
Lebesgue outer measure Approximate identity
Lebesgue measure
Fourier transform
Outer regularity
Inner regularity Absolute continuity
Dyadic cubes Probability space
Lebesgue–Stieltjes measure Random variable
Measurable function
Indicator function Expectation
Simple functions Variance
Integration of Distribution
non-negative simple measurable functions
Distribution function
non-negative measurable functions
real-valued measurable functions Distribution density
complex-valued measurable functions Conditional expectation

THEOREMS
You should be able to state and use the following theorems:

Carathéodory’s theorem Jensen’s inequality

Monotone convergence theorem Riemann–Lebesgue lemma
Fatou’s lemma
Dominated convergence theorem Plancherel’s theorem
Hölder’s inequality Radon–Nikodym theorem

You should be able to use the following theorems/major results:

Continuity of measures (Prop 2.7)

Sufficient conditions for measurability (Thm 9.6)
Approximation by simple functions (Thm 12.1/Cor 12.3)
Continuity of parameter integrals (Thm 20.3)
Differentiability of parameter integrals (Thm 20.4)
Tonelli’s theorem (no need to check measurability assumptions)
Fubini’s theorem (as above, but you do need to check integrability assumptions)
 Properties of the Fourier transform on L1 (Thm 28.4)
Fourier inversion formula
Properties of the Fourier transform on L2 (Thm 33.2/33.4)

FORMULAE
Many of the definitions listed above are just formulas, but here are some more that you should know:

Lebesgue measure and linear transformations: m∗ (T (A)) = | det T |m∗ (A).

R R
Special transformation formula: im T f dx = | det T | Rn f ◦ T dx.
−2πix0 ·t ˆ
Fourier transform and translation: τd
0 f (t) = e f (t).
Fourier transform and differentiation: fb0 (t) = 2πitf (t).
Fourier transform and integration: Rn fˆg dx = Rn f ĝ dx.
R R

Fourier transform and convolution: f[ ∗ g = fˆĝ.

Inverse Fourier transform for fˆ ∈ L1 : f (x) = n fˆ(t)e2πix·t dt.
R
R