Theoretical foundations of calculus: limits, convergence of sequences, construction of the real numbers, least upper bound property, and related analysis topics such as continuity, differentiation, and integration through the fundamental theorem of calculus.

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5
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Example of a set and monotone class where monotone class is not a $\sigma$-algebra?

What is an example of a set $X$ and a monotone class $\mathcal{M}$ consisting of subsets of $X$ such that $\emptyset \in \mathcal{M}$, $X \in \mathcal{M}$, but $\mathcal{M}$ is not a $\sigma$-algebra?
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Intuition behind proof of bounded convergence theorem in Stein-Shakarchi

Theorem 1.4 (Bounded convergence theorem) Suppose that $\{f_n\}$ is a sequence of measurable functions that are all bounded by $M$, are supported on a set $E$ of finite measure, and $f_n(x) \to f(x)$ ...
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vote
0answers
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Following conditions for convergence of measures equivalent

Let $\mathcal{B}$ be the Borel $\sigma$-algebra on $[0, 1]$. Let $\mu_n$ be a sequence of finite measures on $([0, 1], \mathcal{B})$ and let $\mu$ be another finite measure on $([0, 1], \mathcal{B})$. ...
2
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How can we prove that $\langle\int_0^t\Phi_s{\rm d}W_s,x\rangle_H=\sum_{n\in\mathbb N}\int_0^t\langle\sqrt{λ_n}\Phi_se_n,x\rangle_H{\rm d}B_s^{(n)}$?

Let$^1$ $U$ and $H$ be separable $\mathbb R$-Hilbert spaces $Q\in\mathfrak L(U,H)$ be nonnegative and symmetric operator on $U$ with finite trace $(e_n)_{n\in\mathbb N}$ be an orthonormal basis of $...