Description Differentiation : Differentiation of vector-valued functions. Functions of Several Variables : The space of linear transformations on Rn to Rm as a metric space. Differentiation of a vector-valued function of several variables. The inverse function theorem. The implicit function theorem. (Lebesgue Measure : Introduction, Outer measure, Measurable sets and Lebesgue measure. A non-measurable set, Measurable functions, Littlewood’s three principles. The Lebesgue Integral : The Lebesgue integral of a bounded function over a set of finite measure. The integral of a non-negative function. The general Lebesgue integral, Convergence in measure. Differentiation and Integration : Differentiation of monotone functions. Differentiation of an integral. Absolute continuity. Convex functions.
