Hi All, I am a new phd student in engineering, working in signals analysis in neuroscience who seems to be doing a lot of work in statistics and probability theory. My uni is offering a course in measure theory. The course profile says:(adsbygoogle = window.adsbygoogle || []).push({});

"The course is an introduction to measure theory and Lebesgue integral. A sound knowledge of measure theory and the Lebesgue integral is a starting point to undertake advanced studies in partial differential equations, nonlinear analysis, the calculus of variations and probability theory."

The outcomes of the course are stated as:

"1 Appreciate the central role of sigma-algebras and measure in integration theory;

2 Work with measurable functions and understand their importance to the definition of the integral;

3 Work with the properties of the Lebesgue integral;

4 Generate measures including Stieltjes measures;

5 Use the relationship between the Riemann and Lebesgue integrals on the real line;

6 Understand the relationship between of functions of bounded variation and absolute continuity and the role they play in fundamental theorem of integral calculus;

7 Decompose measures and appreciate the role this decomposition plays in the Radon-Nikodym & Riesz representation theorems;

8 Gain a working knowledge of function spaces and modes of convergence;

9 Work with the integral on product spaces using the relationship with repeated integrals;

10 Apply results from integration theory to other areas of mathematics."

Given that I am not a pure mathematician would it be worth doing this course?

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# Should I do measure theory ?

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