MATH DI-05, Measure Theory DI, Spring 2010

Abstract

Measure theory is an area of mathematics that concerns the study of the “size” of sets in an abstract setting. An understanding of the concept of measure is an essential underpinning to the theory of integrals, and this in turn is essential for a full understanding of the mathematical theories used in Economics. It is therefore highly advantagous for a student preparing for graduate studies in Economics to engage with these concepts at the undergraduate level. In this DI students will study the first five chapters of Measure Theory by Paul R. Halmos, a classic text in the field. This study will consist of reading the sections, posing and answering questions naturally arising from the text. Emphasis will be placed on interpreting the material in a way that relates to probability theory.