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Real Analysis

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Real AnalysisCourse NotesC. McMullenContents1Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . .12Set Theory and the Real Numbers . . . . . . . . . . . . . . .43Lebesgue Measurable Sets . . . . . . . . . . . . . . . . . . . . 134Measurable Functions . . . . . . . . . . . . . . . . . . . . . . 265Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . 356Differentiation and Integration.

R ˜ E. 2 Set Theory and the Real Numbers The foundations of real analysis are given by set theory, and the notion of cardinality in set theory, as well as the axiom of choice, occur frequently in analysis. Thus we begin with a rapid review of this theory. For more details see, e.g. [Hal]. We then discuss the real numbers from both the axiomatic

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