This is an archived course. A more recent version may be available at ocw.mit.edu.

Syllabus

Course Meeting Times

Lectures: 2 sessions / week, 1.5 hours / session

Description

Fourier Analysis - Theory and Applications continues the content covered in Analysis I (18.100B). Roughly half of the subject is devoted to the theory of the Lebesgue integral with applications to probability, and half to Fourier series and Fourier integrals.

Prerequisite

Analysis I (18.100B)

Textbooks

Required

Adams, Malcolm, and Victor Guillemin. Measure Theory and Probability.  Boston: Springer Verlag, 1996.

Suggested

Rudin, W. Real and Complex Analysis. 3rd ed. New York, NY: McGraw-Hill, 1987.

Grading

Grades mean what they are supposed to:
[A] Essential mastery of the course.
[B] Clear facility with most of the material.
[C] Marginal understanding of much of the material.
[D] Some comprehension.

The final grade is the better of these two grades:

  • the final alone, or
  • a cumulative grade based on the following
ACTIVITIES PERCENTAGES
Homework 30%
In-class Tests 30%
Final Exam 40%