A Little Bit of Measure Theory

This July, Jyotirmoy Bhattacharya of Ambedkar University Delhi will be offering a set of six online lectures on Lebesgue measure and integration.

Are you an economist or a worker in another applied area who has run across concepts from measure theory and wondered what the fuss was all about? Then these lectures are for you.

Of course, a full course in measure theory takes a semester or more. So, instead of a development of the theory from scratch, what I plan to do is to take examples from probability theory (limit theorems, conditional expectations) and economics (large economies and games) to show the kind of problems measure theory is useful for and then describe some of the basic tools it offers. By the end, I hope to convince you that there are many situations where even a little bit of measure theory can often lead to a great deal of clarity.

The only prerequisites are a familiarty with sequences, convergence and probability theory at the undergraduate level.

Sign up for updates on the program. Your email id will be used only for this purpose and shall not be shared with any other entity.

Please feel free to write to jyotirmoy@jyotirmoy.net with any suggestions or questions.