Spaces of functions: Continuous functions on locally compact spaces, Stone-Weierstrass theorems, Ascoli-Arzela Theorem. Review of Measure theory: Sigma-algebras,measures, construction and properties of the Lebesgue measure, non-measurable sets, measurablefunctions and their properties. Integration: Lebesgue Integration, various limit theorems,comparison with the Riemann Integral, Functions of bounded variation and absolute continuity.Measure spaces: Signed-measures, Radon-Nikodym theorem, Product spaces, Fubini'sthoerem (without proof) and its applications. Lp-spaces: Holder and Minkowski inequalities,completeness, Convolutions, Approximation by smooth functions. Fourier analysis: FourierTransform, Inverse Fourier transform, Plancherel Theorem for Real numbers.
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- G. B. Foland, Real Analysis: Modern Techniques and Their Applications (2nd ed.), Wiley-Interscience/John Wiley Sons, Inc., 1999.
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- H. L. Royden, Real Analysis, Macmillan 1988.
- W. Rudin, Real and Complex Analysis, TMH Edition, Second Edition, New-York, 1962.
- Elliott H. Lieb and Michael Loss , Analysis, American Mathematical Society, 2001